+1,907.8%
STX vs FN
+797.3%
+1,110.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | +0.9% |
| 7D | -17.3% | -4.1% | -13.2% | -15.9% |
| 30D | -35.9% | -28.3% | -7.6% | -27.9% |
| 3M | -37.3% | -33.9% | -3.4% | -28.1% |
| 6M | -35.8% | -43.9% | +8.1% | -22.8% |
| YTD | +82.7% | -23.4% | +106.2% | +93.9% |
| 1Y | +71.6% | -25.4% | +97.0% | +83.7% |
| 3Y | +635.3% | +107.9% | +527.4% | +421.0% |
| 5Y | +483.8% | +195.1% | +288.7% | +249.7% |
| All | +1,907.8% | +797.3% | +1,110.5% | +759.7% |
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