+102.4%
STX vs F
-6.9%
+109.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | -3.1% | +17.7% | +15.5% |
| 30D | -26.0% | 0.0% | -26.0% | -26.2% |
| 3M | -42.6% | -13.2% | -29.4% | -40.6% |
| 6M | -35.3% | -10.2% | -25.1% | -35.1% |
| YTD | +92.5% | -4.9% | +97.4% | +82.1% |
| 1Y | +102.4% | -6.1% | +108.5% | +94.1% |
| All | +102.4% | -6.9% | +109.3% | +94.1% |
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