+483.8%
STX vs F
-14.7%
+498.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -17.3% | +1.0% | -18.2% | -17.6% |
| 30D | -35.9% | +2.1% | -38.1% | -36.6% |
| 3M | -37.3% | -10.3% | -27.1% | -35.2% |
| 6M | -35.8% | +3.3% | -39.1% | -38.2% |
| YTD | +82.7% | -2.0% | +84.7% | +79.2% |
| 1Y | +71.6% | -2.3% | +73.9% | +68.6% |
| 3Y | +635.3% | +49.9% | +585.4% | +481.7% |
| 5Y | +483.8% | -12.5% | +496.2% | +430.8% |
| All | +483.8% | -14.7% | +498.5% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling