+443.6%
STX vs FE
+42.2%
+401.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -28.5% | -1.0% | -27.5% | -28.5% |
| 30D | -42.9% | +4.1% | -47.1% | -43.0% |
| 3M | -45.9% | -1.0% | -44.9% | -45.9% |
| 6M | -41.3% | +4.0% | -45.3% | -41.7% |
| YTD | +67.9% | +6.8% | +61.1% | +65.4% |
| 1Y | +66.5% | +5.3% | +61.2% | +64.5% |
| 3Y | +588.0% | +44.6% | +543.4% | +517.8% |
| All | +443.6% | +42.2% | +401.4% | +365.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling