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  • STX vs FDS✓SelectedUSD · FDSSTX vs FDS performance historyLatest closeAs of+6.34%09/04
Stock and ETF performance explorer

STX vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16,011.1%
FDS return
+1,940.3%
Excess return
+14,070.8%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+6.3%-3.5%+9.9%+7.8%
7D+2.4%-1.9%+4.3%+3.0%
30D+1.4%+9.0%-7.6%-3.2%
3M-8.2%+18.9%-27.1%-19.1%
6M+127.0%+35.1%+91.9%+84.2%
YTD+209.1%+5.5%+203.7%+178.1%
1Y+365.4%-16.8%+382.2%+359.6%
3Y+1,135.4%-28.1%+1,163.5%+1,196.8%
5Y+991.5%-17.4%+1,008.9%+949.1%
10Y+3,695.8%+85.4%+3,610.4%+2,139.8%
All+16,011.1%+1,940.3%+14,070.8%+2,891.7%

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