+443.6%
STX vs FDS
-22.8%
+466.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.2% |
| 7D | -28.5% | -0.5% | -28.0% | -28.5% |
| 30D | -42.9% | +20.2% | -63.1% | -43.1% |
| 3M | -45.9% | +19.9% | -65.8% | -46.2% |
| 6M | -41.3% | +56.2% | -97.5% | -44.4% |
| YTD | +67.9% | +14.6% | +53.4% | +71.5% |
| 1Y | +66.5% | +31.6% | +34.9% | +61.1% |
| 3Y | +588.0% | -23.8% | +611.8% | +726.6% |
| All | +443.6% | -22.8% | +466.4% | +534.8% |
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