+363.3%
STX vs FIGR
+6.3%
+357.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.4% | +0.1% | +5.8% |
| 7D | +10.7% | +13.5% | -2.8% | +9.1% |
| 30D | +11.3% | +33.7% | -22.4% | +7.2% |
| 3M | +3.2% | +37.3% | -34.1% | -1.2% |
| 6M | +157.0% | +25.5% | +131.4% | +147.0% |
| YTD | +229.2% | -6.3% | +235.5% | +222.0% |
| All | +363.3% | +6.3% | +357.0% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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