+2,071.0%
STX vs FDS
+135.1%
+1,935.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.9% |
| 7D | -14.8% | -5.0% | -9.8% | -13.9% |
| 30D | -35.4% | +13.8% | -49.1% | -37.6% |
| 3M | -37.7% | +14.8% | -52.5% | -40.4% |
| 6M | -35.2% | +47.4% | -82.6% | -44.5% |
| YTD | +84.4% | +14.2% | +70.2% | +71.5% |
| 1Y | +82.3% | +26.6% | +55.6% | +60.7% |
| 3Y | +646.2% | -24.4% | +670.7% | +719.6% |
| 5Y | +487.4% | -22.6% | +510.1% | +528.3% |
| 10Y | +2,071.0% | +130.0% | +1,941.1% | +1,085.6% |
| All | +2,071.0% | +135.1% | +1,935.9% | +1,085.6% |
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