+8,757.3%
STX vs F
+200.6%
+8,556.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.1% | -15.1% | -15.9% |
| 7D | -33.4% | +1.4% | -34.8% | -33.8% |
| 30D | -42.1% | +2.0% | -44.1% | -42.7% |
| 3M | -44.3% | -10.4% | -33.9% | -42.6% |
| 6M | -39.4% | +9.7% | -49.1% | -42.4% |
| YTD | +70.0% | -1.2% | +71.1% | +67.3% |
| 1Y | +70.2% | 0.0% | +70.1% | +66.8% |
| 3Y | +585.2% | +41.1% | +544.1% | +479.7% |
| 5Y | +455.7% | -11.4% | +467.1% | +433.8% |
| 10Y | +2,007.9% | +85.0% | +1,922.9% | +1,362.1% |
| All | +8,757.3% | +200.6% | +8,556.7% | +4,182.4% |
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 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