+1,184.4%
STX vs FFIV
+136.9%
+1,047.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.6% |
| 7D | +2.4% | -1.0% | +3.3% | +2.8% |
| 30D | +1.4% | -5.1% | +6.5% | +3.8% |
| 3M | -8.2% | -4.5% | -3.8% | -6.0% |
| 6M | +127.0% | +36.5% | +90.6% | +96.8% |
| YTD | +209.1% | +53.0% | +156.2% | +154.3% |
| 1Y | +365.4% | +24.2% | +341.2% | +313.3% |
| All | +1,184.4% | +136.9% | +1,047.5% | +841.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling