+588.0%
STX vs FDS
-23.2%
+611.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -2.0% |
| 7D | -28.5% | -0.5% | -28.0% | -28.4% |
| 30D | -42.9% | +20.2% | -63.1% | -40.5% |
| 3M | -45.9% | +19.9% | -65.8% | -43.6% |
| 6M | -41.3% | +56.2% | -97.5% | -37.0% |
| YTD | +67.9% | +14.6% | +53.4% | +83.3% |
| 1Y | +66.5% | +31.6% | +34.9% | +78.2% |
| 3Y | +588.0% | -23.8% | +611.8% | +743.7% |
| All | +588.0% | -23.2% | +611.1% | +743.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling