+8,652.1%
STX vs FDS
+2,115.5%
+6,536.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.3% |
| 7D | -28.5% | -0.5% | -28.0% | -28.6% |
| 30D | -42.9% | +20.2% | -63.1% | -47.7% |
| 3M | -45.9% | +19.9% | -65.8% | -51.0% |
| 6M | -41.3% | +56.2% | -97.5% | -55.5% |
| YTD | +67.9% | +14.6% | +53.4% | +44.0% |
| 1Y | +66.5% | +31.6% | +34.9% | +31.9% |
| 3Y | +588.0% | -23.8% | +611.8% | +598.4% |
| 5Y | +449.1% | -22.6% | +471.6% | +444.8% |
| 10Y | +1,982.8% | +139.3% | +1,843.5% | +971.4% |
| All | +8,652.1% | +2,115.5% | +6,536.7% | +1,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling