+365.4%
STX vs FGI
+81.8%
+283.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.5% | -1.2% | +6.2% |
| 7D | +2.4% | +0.5% | +1.8% | +2.3% |
| 30D | +1.4% | +65.4% | -64.0% | -0.8% |
| 3M | -8.2% | +23.5% | -31.7% | -10.1% |
| 6M | +127.0% | +60.5% | +66.5% | +118.9% |
| YTD | +209.1% | +30.0% | +179.1% | +198.3% |
| 1Y | +365.4% | +82.1% | +283.4% | +358.9% |
| All | +365.4% | +81.8% | +283.6% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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