+566.3%
STX vs FGI
-68.3%
+634.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.9% | +4.1% | +9.9% |
| 7D | -1.0% | +6.9% | -7.8% | -1.1% |
| 30D | -26.8% | +3.9% | -30.7% | -26.8% |
| 3M | -32.7% | +74.3% | -107.0% | -34.0% |
| 6M | -33.7% | +28.9% | -62.7% | -34.9% |
| YTD | +101.0% | +39.1% | +61.9% | +95.7% |
| 1Y | +92.7% | +49.3% | +43.4% | +88.2% |
| 3Y | +708.7% | +5.7% | +703.0% | +701.8% |
| All | +566.3% | -68.3% | +634.6% | +566.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling