+511.3%
STX vs FGI
-70.0%
+581.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +9.8% |
| 7D | -14.8% | -1.4% | -13.4% | -14.7% |
| 30D | -35.4% | -3.2% | -32.1% | -35.3% |
| 3M | -37.7% | +64.1% | -101.8% | -38.8% |
| 6M | -35.2% | +17.2% | -52.4% | -36.3% |
| YTD | +84.4% | +31.6% | +52.8% | +79.7% |
| 1Y | +82.3% | +45.1% | +37.2% | +78.2% |
| 3Y | +646.2% | -2.0% | +648.2% | +641.2% |
| All | +511.3% | -70.0% | +581.3% | +511.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling