+381.8%
STX vs FDS
-20.8%
+402.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +4.4% |
| 7D | +10.7% | -5.4% | +16.1% | +8.1% |
| 30D | +11.3% | +1.6% | +9.7% | +13.0% |
| 3M | +3.2% | +17.7% | -14.5% | +15.5% |
| 6M | +157.0% | +29.1% | +127.9% | +195.1% |
| YTD | +229.2% | +1.0% | +228.2% | +238.2% |
| 1Y | +381.8% | -21.6% | +403.5% | +405.5% |
| All | +381.8% | -20.8% | +402.7% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling