+3,343.4%
STX vs FTI
+305.3%
+3,038.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.0% |
| 7D | -2.3% | -4.4% | +2.1% | -1.2% |
| 30D | -5.5% | +1.5% | -7.0% | -5.7% |
| 3M | -4.3% | +8.2% | -12.5% | -6.1% |
| 6M | +115.6% | +18.8% | +96.8% | +106.6% |
| YTD | +202.2% | +71.7% | +130.5% | +165.6% |
| 1Y | +325.3% | +90.0% | +235.2% | +263.7% |
| 3Y | +1,283.9% | +270.5% | +1,013.4% | +899.4% |
| 5Y | +1,048.3% | +1,084.5% | -36.2% | +509.2% |
| All | +3,343.4% | +305.3% | +3,038.2% | +2,106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling