+1,019.5%
STX vs FDS
-17.4%
+1,036.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.9% | +6.4% |
| 7D | +2.4% | -1.9% | +4.3% | +2.4% |
| 30D | +1.4% | +9.0% | -7.6% | +1.2% |
| 3M | -8.2% | +18.9% | -27.1% | -8.9% |
| 6M | +127.0% | +35.1% | +91.9% | +118.0% |
| YTD | +209.1% | +5.5% | +203.7% | +216.2% |
| 1Y | +365.4% | -16.8% | +382.2% | +420.5% |
| 3Y | +1,135.4% | -28.1% | +1,163.5% | +1,359.9% |
| All | +1,019.5% | -17.4% | +1,036.9% | +1,286.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling