+456.7%
STX vs FGI
-70.6%
+527.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -28.5% | -7.0% | -21.5% | -28.4% |
| 30D | -42.9% | -4.2% | -38.7% | -42.9% |
| 3M | -45.9% | +55.6% | -101.5% | -46.8% |
| 6M | -41.3% | -3.2% | -38.1% | -42.1% |
| YTD | +67.9% | +29.1% | +38.8% | +63.7% |
| 1Y | +66.5% | +51.0% | +15.5% | +62.9% |
| 3Y | +588.0% | +1.5% | +586.5% | +581.8% |
| All | +456.7% | -70.6% | +527.3% | +457.2% |
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