+222.4%
STX vs FIG
-78.1%
+300.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -1.2% |
| 7D | -17.3% | -11.4% | -5.9% | -18.0% |
| 30D | -35.9% | -17.2% | -18.7% | -36.9% |
| 3M | -37.3% | -26.6% | -10.7% | -38.7% |
| 6M | -35.8% | -9.8% | -26.0% | -35.2% |
| YTD | +82.7% | -50.1% | +132.9% | +89.2% |
| 1Y | +71.6% | -58.1% | +129.7% | +77.4% |
| All | +222.4% | -78.1% | +300.5% | +231.4% |
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