-39.4%
STX vs FE
+2.8%
-42.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.2% | -16.1% | -16.5% |
| 7D | -33.4% | +0.6% | -34.0% | -32.7% |
| 30D | -42.1% | +6.4% | -48.5% | -36.3% |
| 3M | -44.3% | -0.5% | -43.8% | -44.1% |
| 6M | -39.4% | +4.7% | -44.1% | -34.0% |
| All | -39.4% | +2.8% | -42.2% | -34.0% |
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 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