+3,635.3%
STX vs F
+98.4%
+3,536.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +5.8% |
| 7D | +2.4% | +5.3% | -3.0% | +0.4% |
| 30D | +1.4% | +4.6% | -3.2% | -0.6% |
| 3M | -8.2% | -3.7% | -4.6% | -7.2% |
| 6M | +127.0% | +16.8% | +110.2% | +110.8% |
| YTD | +209.1% | +15.3% | +193.9% | +188.1% |
| 1Y | +365.4% | +31.0% | +334.4% | +313.0% |
| 3Y | +1,135.4% | +45.4% | +1,090.0% | +915.5% |
| 5Y | +991.5% | +54.7% | +936.8% | +742.9% |
| All | +3,635.3% | +98.4% | +3,536.9% | +2,266.6% |
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 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