+73.2%
STX vs FFIV
+28.8%
+44.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +8.8% |
| 7D | -14.8% | -2.1% | -12.7% | -13.6% |
| 30D | -35.4% | -33.8% | -1.6% | -25.4% |
| 3M | -37.7% | -20.6% | -17.1% | -35.2% |
| 6M | -35.2% | -10.2% | -25.0% | -36.3% |
| YTD | +84.4% | +24.5% | +59.9% | +48.2% |
| All | +73.2% | +28.8% | +44.4% | +38.1% |
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