+588.0%
STX vs FFIV
+102.2%
+485.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -28.5% | -8.1% | -20.4% | -25.6% |
| 30D | -42.9% | -33.4% | -9.5% | -33.8% |
| 3M | -45.9% | -24.7% | -21.2% | -41.0% |
| 6M | -41.3% | -8.8% | -32.4% | -41.3% |
| YTD | +67.9% | +21.8% | +46.2% | +47.2% |
| 1Y | +66.5% | +25.3% | +41.2% | +44.2% |
| 3Y | +588.0% | +101.2% | +486.8% | +432.8% |
| All | +588.0% | +102.2% | +485.8% | +432.8% |
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 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