+8,757.3%
STX vs FE
+316.1%
+8,441.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.2% | -16.1% | -16.2% |
| 7D | -33.4% | +0.6% | -34.0% | -33.6% |
| 30D | -42.1% | +6.4% | -48.5% | -43.5% |
| 3M | -44.3% | -0.5% | -43.8% | -44.4% |
| 6M | -39.4% | +4.7% | -44.1% | -41.1% |
| YTD | +70.0% | +8.4% | +61.6% | +62.3% |
| 1Y | +70.2% | +7.2% | +62.9% | +63.1% |
| 3Y | +585.2% | +44.9% | +540.3% | +471.7% |
| 5Y | +455.7% | +46.3% | +409.4% | +355.1% |
| 10Y | +2,007.9% | +110.3% | +1,897.6% | +1,295.8% |
| All | +8,757.3% | +316.1% | +8,441.2% | +4,570.6% |
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