+646.2%
STX vs F
+48.3%
+597.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -36.1% |
| 3M | -37.7% | -9.5% | -28.2% | -36.0% |
| 6M | -35.2% | +4.0% | -39.2% | -37.7% |
| YTD | +84.4% | -1.3% | +85.7% | +80.2% |
| 1Y | +82.3% | -1.9% | +84.2% | +78.7% |
| 3Y | +646.2% | +53.5% | +592.7% | +526.4% |
| All | +646.2% | +48.3% | +597.9% | +526.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling