+2,071.0%
STX vs FFIV
+132.4%
+1,938.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +8.7% |
| 7D | -14.8% | -2.1% | -12.7% | -13.4% |
| 30D | -35.4% | -33.8% | -1.6% | -21.8% |
| 3M | -37.7% | -20.6% | -17.1% | -32.0% |
| 6M | -35.2% | -10.2% | -25.0% | -33.7% |
| YTD | +84.4% | +24.5% | +59.9% | +58.7% |
| 1Y | +82.3% | +29.3% | +52.9% | +53.5% |
| 3Y | +646.2% | +103.8% | +542.4% | +380.5% |
| 5Y | +487.4% | +40.9% | +446.5% | +346.5% |
| 10Y | +2,071.0% | +126.6% | +1,944.4% | +1,144.2% |
| All | +2,071.0% | +132.4% | +1,938.6% | +1,144.2% |
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