+1,883.6%
STX vs FN
+753.0%
+1,130.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -5.5% |
| 7D | -28.5% | 0.0% | -28.4% | -28.6% |
| 30D | -42.9% | -34.3% | -8.6% | -33.7% |
| 3M | -45.9% | -39.9% | -6.0% | -35.9% |
| 6M | -41.3% | -51.8% | +10.5% | -25.6% |
| YTD | +67.9% | -28.1% | +96.1% | +82.4% |
| 1Y | +66.5% | -29.1% | +95.6% | +81.7% |
| 3Y | +588.0% | +102.4% | +485.5% | +392.6% |
| 5Y | +449.1% | +171.7% | +277.4% | +239.2% |
| All | +1,883.6% | +753.0% | +1,130.6% | +758.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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