-44.3%
STX vs F
-11.6%
-32.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.1% | -15.1% | -16.6% |
| 7D | -33.4% | +1.4% | -34.8% | -32.9% |
| 30D | -42.1% | +2.0% | -44.1% | -41.8% |
| 3M | -44.3% | -10.4% | -33.9% | -45.8% |
| All | -44.3% | -11.6% | -32.6% | -45.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling