+10,374.7%
STX vs FE
+315.1%
+10,059.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +9.9% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | -26.8% | +3.6% | -30.4% | -27.8% |
| 3M | -32.7% | +0.3% | -33.0% | -33.0% |
| 6M | -33.7% | +6.4% | -40.2% | -36.0% |
| YTD | +101.0% | +8.1% | +92.9% | +92.2% |
| 1Y | +92.7% | +4.6% | +88.1% | +86.5% |
| 3Y | +708.7% | +49.1% | +659.6% | +567.1% |
| 5Y | +504.0% | +46.1% | +457.9% | +395.1% |
| 10Y | +2,108.4% | +122.7% | +1,985.6% | +1,328.2% |
| All | +10,374.7% | +315.1% | +10,059.6% | +5,429.0% |
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