+381.8%
STX vs FFIV
+23.1%
+358.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +10.7% | -1.5% | +12.3% | +11.5% |
| 30D | +11.3% | -2.7% | +13.9% | +12.4% |
| 3M | +3.2% | -1.7% | +4.9% | +4.7% |
| 6M | +157.0% | +36.1% | +120.8% | +130.1% |
| YTD | +229.2% | +52.6% | +176.6% | +187.4% |
| 1Y | +381.8% | +21.5% | +360.3% | +314.8% |
| All | +381.8% | +23.1% | +358.8% | +314.8% |
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