+487.4%
STX vs FN
+206.7%
+280.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +11.9% | -2.1% | +5.2% |
| 7D | -14.8% | +16.3% | -31.0% | -19.7% |
| 30D | -35.4% | -24.7% | -10.6% | -28.3% |
| 3M | -37.7% | -34.9% | -2.7% | -27.9% |
| 6M | -35.2% | -41.1% | +5.9% | -23.2% |
| YTD | +84.4% | -19.6% | +104.0% | +92.7% |
| 1Y | +82.3% | -18.5% | +100.8% | +89.7% |
| 3Y | +646.2% | +119.1% | +527.1% | +427.1% |
| 5Y | +487.4% | +206.9% | +280.5% | +238.6% |
| All | +487.4% | +206.7% | +280.7% | +238.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling