+1,972.8%
STX vs FTI
+189.4%
+1,783.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.6% |
| 7D | +14.6% | +4.3% | +10.3% | +13.4% |
| 30D | -26.0% | -4.7% | -21.3% | -25.0% |
| 3M | -42.6% | -13.5% | -29.1% | -40.5% |
| 6M | -35.3% | -8.7% | -26.6% | -33.9% |
| YTD | +92.5% | +49.0% | +43.4% | +75.1% |
| 1Y | +102.4% | +54.0% | +48.4% | +82.4% |
| 3Y | +673.8% | +211.6% | +462.2% | +485.0% |
| 5Y | +463.1% | +881.9% | -418.8% | +214.6% |
| All | +1,972.8% | +189.4% | +1,783.5% | +1,314.4% |
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