+1,883.6%
STX vs F
+80.8%
+1,802.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -28.5% | +1.6% | -30.0% | -29.0% |
| 30D | -42.9% | +2.6% | -45.6% | -43.6% |
| 3M | -45.9% | -8.8% | -37.1% | -44.5% |
| 6M | -41.3% | +4.6% | -45.9% | -43.5% |
| YTD | +67.9% | -1.9% | +69.8% | +65.2% |
| 1Y | +66.5% | -0.8% | +67.3% | +63.2% |
| 3Y | +588.0% | +43.5% | +544.5% | +467.9% |
| 5Y | +449.1% | -12.1% | +461.1% | +420.2% |
| All | +1,883.6% | +80.8% | +1,802.9% | +1,268.4% |
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