+480.8%
STX vs FIG
-73.2%
+554.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.7% | +12.2% | +5.9% |
| 7D | +10.7% | -16.4% | +27.1% | +8.9% |
| 30D | +11.3% | -2.3% | +13.6% | +11.4% |
| 3M | +3.2% | +7.8% | -4.6% | +5.6% |
| 6M | +157.0% | -21.8% | +178.8% | +164.6% |
| YTD | +229.2% | -39.1% | +268.3% | +245.8% |
| 1Y | +381.8% | -56.6% | +438.5% | +407.1% |
| All | +480.8% | -73.2% | +554.0% | +505.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling