+16,011.1%
STX vs F
+250.7%
+15,760.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +5.8% |
| 7D | +2.4% | +5.3% | -3.0% | +0.5% |
| 30D | +1.4% | +4.6% | -3.2% | -0.4% |
| 3M | -8.2% | -3.7% | -4.6% | -7.3% |
| 6M | +127.0% | +16.8% | +110.2% | +112.2% |
| YTD | +209.1% | +15.3% | +193.9% | +190.0% |
| 1Y | +365.4% | +31.0% | +334.4% | +317.3% |
| 3Y | +1,135.4% | +45.4% | +1,090.0% | +934.3% |
| 5Y | +991.5% | +54.7% | +936.8% | +767.1% |
| 10Y | +3,695.8% | +98.2% | +3,597.6% | +2,481.9% |
| All | +16,011.1% | +250.7% | +15,760.4% | +7,325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling