+196.3%
STX vs FIG
-77.9%
+274.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.0% |
| 7D | -28.5% | -13.1% | -15.4% | -29.2% |
| 30D | -42.9% | -13.0% | -29.9% | -43.4% |
| 3M | -45.9% | -21.5% | -24.4% | -46.7% |
| 6M | -41.3% | -2.5% | -38.8% | -40.7% |
| YTD | +67.9% | -49.7% | +117.6% | +74.0% |
| 1Y | +66.5% | -59.1% | +125.6% | +72.1% |
| All | +196.3% | -77.9% | +274.1% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling