+170.9%
STX vs FIGR
-29.9%
+200.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | +14.6% | +11.0% | +3.6% | +12.9% |
| 30D | -26.0% | +0.7% | -26.6% | -26.2% |
| 3M | -42.6% | -20.9% | -21.7% | -41.2% |
| 6M | -35.3% | -37.7% | +2.5% | -32.4% |
| YTD | +92.5% | -38.2% | +130.7% | +97.6% |
| 1Y | +102.4% | -27.1% | +129.5% | +103.7% |
| All | +170.9% | -29.9% | +200.8% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling