+123.8%
STX vs F
+2.7%
+121.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.9% | -11.1% | -8.9% |
| 7D | -20.2% | +6.0% | -26.2% | -21.6% |
| 30D | -37.2% | +4.3% | -41.5% | -38.1% |
| 3M | -34.1% | -10.1% | -24.0% | -32.3% |
| 6M | -24.5% | +12.8% | -37.2% | -32.1% |
| YTD | +102.9% | -0.1% | +103.0% | +88.5% |
| 1Y | +123.8% | +3.7% | +120.1% | +99.6% |
| All | +123.8% | +2.7% | +121.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling