+476.2%
STX vs FFIV
+35.3%
+440.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.7% |
| 7D | +14.6% | -0.5% | +15.1% | +15.1% |
| 30D | -26.0% | -32.4% | +6.4% | -11.1% |
| 3M | -42.6% | -25.7% | -16.9% | -35.2% |
| 6M | -35.3% | -13.5% | -21.8% | -32.9% |
| YTD | +92.5% | +21.1% | +71.4% | +64.1% |
| 1Y | +102.4% | +29.4% | +73.0% | +66.1% |
| 3Y | +673.8% | +94.9% | +578.9% | +373.1% |
| All | +476.2% | +35.3% | +440.8% | +302.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling