+2,071.0%
STX vs FE
+108.0%
+1,963.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | -14.8% | -1.1% | -13.6% | -14.5% |
| 30D | -35.4% | +4.6% | -40.0% | -36.1% |
| 3M | -37.7% | -0.8% | -36.9% | -37.7% |
| 6M | -35.2% | +7.3% | -42.5% | -36.9% |
| YTD | +84.4% | +8.3% | +76.1% | +78.3% |
| 1Y | +82.3% | +5.7% | +76.6% | +77.5% |
| 3Y | +646.2% | +49.0% | +597.2% | +541.2% |
| 5Y | +487.4% | +49.2% | +438.2% | +398.7% |
| 10Y | +2,071.0% | +110.7% | +1,960.3% | +1,572.4% |
| All | +2,071.0% | +108.0% | +1,963.0% | +1,572.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling