+8,652.1%
STX vs FFIV
+5,199.9%
+3,452.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -28.5% | -8.1% | -20.4% | -25.8% |
| 30D | -42.9% | -33.4% | -9.5% | -34.0% |
| 3M | -45.9% | -24.7% | -21.2% | -40.7% |
| 6M | -41.3% | -8.8% | -32.4% | -40.2% |
| YTD | +67.9% | +21.8% | +46.2% | +53.1% |
| 1Y | +66.5% | +25.3% | +41.2% | +50.0% |
| 3Y | +588.0% | +101.2% | +486.8% | +411.4% |
| 5Y | +449.1% | +40.2% | +408.8% | +364.5% |
| 10Y | +1,982.8% | +129.0% | +1,853.8% | +1,335.8% |
| All | +8,652.1% | +5,199.9% | +3,452.2% | +1,661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling