+92.7%
STX vs FE
+4.9%
+87.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.1% |
| 7D | -1.0% | -0.4% | -0.6% | -1.4% |
| 30D | -26.8% | +3.6% | -30.4% | -24.0% |
| 3M | -32.7% | +0.3% | -33.0% | -31.8% |
| 6M | -33.7% | +6.4% | -40.2% | -30.5% |
| YTD | +101.0% | +8.1% | +92.9% | +103.9% |
| 1Y | +92.7% | +4.6% | +88.1% | +102.0% |
| All | +92.7% | +4.9% | +87.8% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling