+8,652.1%
STX vs F
+198.4%
+8,453.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -28.5% | +1.6% | -30.0% | -29.0% |
| 30D | -42.9% | +2.6% | -45.6% | -43.6% |
| 3M | -45.9% | -8.8% | -37.1% | -44.6% |
| 6M | -41.3% | +4.6% | -45.9% | -43.3% |
| YTD | +67.9% | -1.9% | +69.8% | +65.7% |
| 1Y | +66.5% | -0.8% | +67.3% | +63.7% |
| 3Y | +588.0% | +43.5% | +544.5% | +478.7% |
| 5Y | +449.1% | -12.1% | +461.1% | +428.8% |
| 10Y | +1,982.8% | +83.6% | +1,899.2% | +1,348.4% |
| All | +8,652.1% | +198.4% | +8,453.7% | +4,142.2% |
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