+1,335.2%
STX vs FDS
-27.1%
+1,362.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.9% | +5.6% |
| 7D | +2.4% | -1.9% | +4.3% | +2.0% |
| 30D | +1.4% | +9.0% | -7.6% | +3.6% |
| 3M | -8.2% | +18.9% | -27.1% | -3.1% |
| 6M | +127.0% | +35.1% | +91.9% | +138.9% |
| YTD | +209.1% | +5.5% | +203.7% | +231.0% |
| 1Y | +365.4% | -16.8% | +382.2% | +438.2% |
| All | +1,335.2% | -27.1% | +1,362.2% | +1,642.6% |
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 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