+924.9%
STX vs FGI
-70.4%
+995.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -8.2% | +23.5% | -31.7% | -9.6% |
| 6M | +127.0% | +60.5% | +66.5% | +121.4% |
| YTD | +209.1% | +30.0% | +179.1% | +201.6% |
| 1Y | +365.4% | +82.1% | +283.4% | +356.4% |
| 3Y | +1,135.4% | -4.4% | +1,139.8% | +1,128.5% |
| All | +924.9% | -70.4% | +995.2% | +926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling