+2,108.4%
STX vs FFIV
+130.1%
+1,978.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.6% |
| 7D | -1.0% | -2.9% | +2.0% | +1.0% |
| 30D | -26.8% | -32.4% | +5.7% | -12.3% |
| 3M | -32.7% | -22.7% | -10.0% | -25.4% |
| 6M | -33.7% | -10.7% | -23.1% | -32.0% |
| YTD | +101.0% | +25.4% | +75.6% | +72.4% |
| 1Y | +92.7% | +34.2% | +58.5% | +59.4% |
| 3Y | +708.7% | +101.2% | +607.5% | +424.8% |
| 5Y | +504.0% | +42.0% | +462.0% | +357.6% |
| 10Y | +2,108.4% | +126.7% | +1,981.6% | +1,162.9% |
| All | +2,108.4% | +130.1% | +1,978.3% | +1,162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling