+123.8%
STX vs FFIV
+33.5%
+90.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -8.0% |
| 7D | -20.2% | -9.8% | -10.4% | -17.0% |
| 30D | -37.2% | -28.1% | -9.1% | -30.5% |
| 3M | -34.1% | -20.0% | -14.0% | -31.4% |
| 6M | -24.5% | -0.1% | -24.4% | -30.1% |
| YTD | +102.9% | +29.2% | +73.8% | +60.0% |
| 1Y | +123.8% | +36.6% | +87.2% | +73.7% |
| All | +123.8% | +33.5% | +90.3% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling