+2,108.4%
STX vs FTI
+180.1%
+1,928.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.3% | +8.7% | +9.7% |
| 7D | -1.0% | +1.4% | -2.3% | -1.1% |
| 30D | -26.8% | -6.3% | -20.5% | -25.5% |
| 3M | -32.7% | -13.1% | -19.6% | -30.3% |
| 6M | -33.7% | -8.0% | -25.8% | -32.5% |
| YTD | +101.0% | +47.1% | +53.9% | +83.5% |
| 1Y | +92.7% | +50.7% | +42.0% | +74.6% |
| 3Y | +708.7% | +209.0% | +499.7% | +512.8% |
| 5Y | +504.0% | +847.0% | -343.0% | +240.3% |
| 10Y | +2,108.4% | +184.3% | +1,924.0% | +1,403.9% |
| All | +2,108.4% | +180.1% | +1,928.3% | +1,403.9% |
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