+1,019.5%
STX vs FN
+289.0%
+730.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.2% |
| 7D | +2.4% | -1.7% | +4.0% | +3.0% |
| 30D | +1.4% | -22.0% | +23.4% | +10.8% |
| 3M | -8.2% | -43.0% | +34.8% | +11.8% |
| 6M | +127.0% | -27.7% | +154.8% | +150.1% |
| YTD | +209.1% | -10.5% | +219.7% | +214.1% |
| 1Y | +365.4% | +12.5% | +352.9% | +340.2% |
| 3Y | +1,135.4% | +153.8% | +981.6% | +737.3% |
| All | +1,019.5% | +289.0% | +730.5% | +525.6% |
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