+487.4%
STX vs FTI
+771.0%
-283.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.6% |
| 7D | -14.8% | -4.3% | -10.4% | -13.6% |
| 30D | -35.4% | -8.0% | -27.3% | -33.9% |
| 3M | -37.7% | -8.0% | -29.6% | -36.3% |
| 6M | -35.2% | -8.7% | -26.6% | -33.8% |
| YTD | +84.4% | +43.9% | +40.5% | +69.3% |
| 1Y | +82.3% | +49.8% | +32.5% | +65.5% |
| 3Y | +646.2% | +211.7% | +434.5% | +472.3% |
| 5Y | +487.4% | +781.6% | -294.1% | +258.6% |
| All | +487.4% | +771.0% | -283.6% | +258.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling