+2,071.0%
STX vs F
+88.0%
+1,983.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.6% |
| 7D | -14.8% | -0.6% | -14.1% | -14.6% |
| 30D | -35.4% | +2.9% | -38.2% | -36.2% |
| 3M | -37.7% | -9.5% | -28.2% | -35.8% |
| 6M | -35.2% | +4.0% | -39.2% | -37.5% |
| YTD | +84.4% | -1.3% | +85.7% | +81.0% |
| 1Y | +82.3% | -1.9% | +84.2% | +79.5% |
| 3Y | +646.2% | +53.5% | +592.7% | +500.8% |
| 5Y | +487.4% | -15.1% | +502.6% | +463.8% |
| 10Y | +2,071.0% | +81.0% | +1,990.1% | +1,367.4% |
| All | +2,071.0% | +88.0% | +1,983.1% | +1,367.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling