+3,676.0%
STX vs FDS
+77.6%
+3,598.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +7.5% |
| 7D | +10.7% | -5.4% | +16.1% | +12.0% |
| 30D | +11.3% | +1.6% | +9.7% | +10.2% |
| 3M | +3.2% | +17.7% | -14.5% | -4.3% |
| 6M | +157.0% | +29.1% | +127.9% | +126.8% |
| YTD | +229.2% | +1.0% | +228.2% | +217.1% |
| 1Y | +381.8% | -21.6% | +403.5% | +411.8% |
| 3Y | +1,383.2% | -30.1% | +1,413.3% | +1,544.1% |
| 5Y | +1,144.9% | -20.7% | +1,165.6% | +1,177.3% |
| 10Y | +3,676.0% | +78.3% | +3,597.7% | +2,178.5% |
| All | +3,676.0% | +77.6% | +3,598.5% | +2,178.5% |
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 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