-39.4%
STX vs FN
-54.4%
+15.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -14.2% | -2.0% | -8.8% |
| 7D | -33.4% | -16.0% | -17.4% | -26.8% |
| 30D | -42.1% | -40.1% | -2.0% | -25.6% |
| 3M | -44.3% | -43.9% | -0.4% | -27.2% |
| 6M | -39.4% | -55.6% | +16.2% | -12.4% |
| All | -39.4% | -54.4% | +15.0% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling