+16,011.1%
STX vs FE
+313.1%
+15,698.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.6% |
| 7D | +2.4% | +1.9% | +0.4% | +1.6% |
| 30D | +1.4% | -1.2% | +2.6% | +1.7% |
| 3M | -8.2% | +3.5% | -11.7% | -10.0% |
| 6M | +127.0% | -6.1% | +133.1% | +129.8% |
| YTD | +209.1% | +7.6% | +201.5% | +197.0% |
| 1Y | +365.4% | +11.9% | +353.5% | +339.1% |
| 3Y | +1,135.4% | +48.4% | +1,087.0% | +921.6% |
| 5Y | +991.5% | +44.8% | +946.7% | +799.6% |
| 10Y | +3,695.8% | +115.9% | +3,579.9% | +2,387.2% |
| All | +16,011.1% | +313.1% | +15,698.0% | +8,444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling