+2,038.9%
STX vs FDS
+127.0%
+1,912.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | +16.8% | -2.6% | +19.4% | +17.5% |
| 30D | -27.0% | +14.1% | -41.1% | -29.6% |
| 3M | -37.9% | +19.8% | -57.7% | -41.1% |
| 6M | -32.5% | +55.0% | -87.5% | -43.0% |
| YTD | +98.6% | +15.9% | +82.7% | +84.3% |
| 1Y | +93.6% | +24.2% | +69.4% | +73.0% |
| 3Y | +699.1% | -24.0% | +723.1% | +779.7% |
| 5Y | +481.0% | -23.3% | +504.4% | +527.1% |
| All | +2,038.9% | +127.0% | +1,912.0% | +1,094.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling