+596.2%
STX vs FN
+80.0%
+516.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -14.2% | -2.0% | -10.5% |
| 7D | -33.4% | -16.0% | -17.4% | -28.4% |
| 30D | -42.1% | -40.1% | -2.0% | -29.3% |
| 3M | -44.3% | -43.9% | -0.4% | -31.1% |
| 6M | -39.4% | -55.6% | +16.2% | -19.3% |
| YTD | +70.0% | -35.7% | +105.6% | +95.3% |
| 1Y | +70.2% | -39.8% | +110.0% | +99.3% |
| All | +596.2% | +80.0% | +516.2% | +490.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling