+92.7%
STX vs FTI
+50.1%
+42.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.3% | +8.7% | +9.4% |
| 7D | -1.0% | +1.4% | -2.3% | -1.2% |
| 30D | -26.8% | -6.3% | -20.5% | -24.7% |
| 3M | -32.7% | -13.1% | -19.6% | -28.7% |
| 6M | -33.7% | -8.0% | -25.8% | -31.6% |
| YTD | +101.0% | +47.1% | +53.9% | +95.7% |
| 1Y | +92.7% | +50.7% | +42.0% | +90.9% |
| All | +92.7% | +50.1% | +42.6% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling