+5.7%
STZ vs FIGR
-29.9%
+35.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.6% |
| 7D | +2.6% | +11.0% | -8.4% | +2.9% |
| 30D | +15.2% | +0.7% | +14.5% | +15.3% |
| 3M | +7.6% | -20.9% | +28.5% | +7.2% |
| 6M | +5.3% | -37.7% | +43.0% | +4.3% |
| YTD | +8.6% | -38.2% | +46.9% | +7.9% |
| 1Y | +15.6% | -27.1% | +42.7% | +14.9% |
| All | +5.7% | -29.9% | +35.6% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling