+1,184.4%
STX vs FN
+158.4%
+1,026.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.1% |
| 7D | +2.4% | -1.7% | +4.0% | +3.1% |
| 30D | +1.4% | -22.0% | +23.4% | +11.1% |
| 3M | -8.2% | -43.0% | +34.8% | +12.3% |
| 6M | +127.0% | -27.7% | +154.8% | +150.7% |
| YTD | +209.1% | -10.5% | +219.7% | +214.8% |
| 1Y | +365.4% | +12.5% | +352.9% | +342.9% |
| All | +1,184.4% | +158.4% | +1,026.0% | +776.1% |
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 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