-41.3%
STX vs FE
+3.5%
-44.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -3.3% |
| 7D | -28.5% | -1.0% | -27.5% | -29.4% |
| 30D | -42.9% | +4.1% | -47.1% | -39.1% |
| 3M | -45.9% | -1.0% | -44.9% | -46.1% |
| 6M | -41.3% | +4.0% | -45.3% | -37.1% |
| All | -41.3% | +3.5% | -44.8% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling