+476.2%
STX vs FDS
-23.2%
+499.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | +14.6% | +1.5% | +13.1% | +14.6% |
| 30D | -26.0% | +14.8% | -40.8% | -26.1% |
| 3M | -42.6% | +16.3% | -58.9% | -42.8% |
| 6M | -35.3% | +66.2% | -101.5% | -39.1% |
| YTD | +92.5% | +16.2% | +76.2% | +96.6% |
| 1Y | +102.4% | +21.8% | +80.6% | +102.6% |
| 3Y | +673.8% | -23.9% | +697.7% | +837.9% |
| All | +476.2% | -23.2% | +499.4% | +594.6% |
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 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