+365.4%
STX vs FIG
-56.9%
+422.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +5.8% |
| 7D | +2.4% | -16.3% | +18.7% | +0.2% |
| 30D | +1.4% | -14.3% | +15.7% | +0.1% |
| 3M | -8.2% | +7.2% | -15.4% | -4.7% |
| 6M | +127.0% | -18.6% | +145.6% | +139.9% |
| YTD | +209.1% | -35.5% | +244.6% | +244.3% |
| 1Y | +365.4% | -55.8% | +421.2% | +435.8% |
| All | +365.4% | -56.9% | +422.3% | +435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling