+1,383.2%
STX vs FTI
+284.3%
+1,098.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.6% | +7.2% |
| 7D | +10.7% | -0.2% | +10.9% | +10.7% |
| 30D | +11.3% | +12.3% | -1.1% | +7.2% |
| 3M | +3.2% | +13.8% | -10.5% | -0.9% |
| 6M | +157.0% | +24.3% | +132.7% | +139.2% |
| YTD | +229.2% | +75.8% | +153.4% | +176.5% |
| 1Y | +381.8% | +99.6% | +282.2% | +287.3% |
| 3Y | +1,383.2% | +278.4% | +1,104.8% | +950.6% |
| All | +1,383.2% | +284.3% | +1,098.9% | +950.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling