+596.2%
STX vs FGI
+2.3%
+593.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | 0.0% | -16.2% | -16.3% |
| 7D | -33.4% | -11.6% | -21.8% | -33.3% |
| 30D | -42.1% | -3.3% | -38.8% | -42.1% |
| 3M | -44.3% | +65.6% | -109.8% | -45.0% |
| 6M | -39.4% | -2.8% | -36.6% | -40.2% |
| YTD | +70.0% | +30.1% | +39.8% | +66.8% |
| 1Y | +70.2% | +50.2% | +20.0% | +68.2% |
| All | +596.2% | +2.3% | +593.9% | +625.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling