+2,803.4%
STX vs FND
+66.0%
+2,737.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.9% |
| 7D | +2.4% | -5.2% | +7.6% | +3.6% |
| 30D | +1.4% | -19.9% | +21.3% | +6.6% |
| 3M | -8.2% | +2.7% | -10.9% | -10.8% |
| 6M | +127.0% | -21.7% | +148.7% | +135.6% |
| YTD | +209.1% | -17.5% | +226.7% | +214.7% |
| 1Y | +365.4% | -39.3% | +404.7% | +411.0% |
| 3Y | +1,135.4% | -49.8% | +1,185.2% | +1,280.1% |
| 5Y | +991.5% | -60.1% | +1,051.6% | +1,132.0% |
| All | +2,803.4% | +66.0% | +2,737.4% | +2,100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling