+1,335.2%
STX vs FND
-48.3%
+1,383.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +6.1% |
| 7D | +2.4% | -5.2% | +7.6% | +3.2% |
| 30D | +1.4% | -19.9% | +21.3% | +4.8% |
| 3M | -8.2% | +2.7% | -10.9% | -10.6% |
| 6M | +127.0% | -21.7% | +148.7% | +134.4% |
| YTD | +209.1% | -17.5% | +226.7% | +213.3% |
| 1Y | +365.4% | -39.3% | +404.7% | +408.7% |
| All | +1,335.2% | -48.3% | +1,383.5% | +1,472.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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