+73.2%
STX vs F
-2.1%
+75.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -35.9% |
| 3M | -37.7% | -9.5% | -28.2% | -36.2% |
| 6M | -35.2% | +4.0% | -39.2% | -38.7% |
| YTD | +84.4% | -1.3% | +85.7% | +72.2% |
| All | +73.2% | -2.1% | +75.3% | +61.9% |
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