+1,144.9%
STX vs FTI
+1,110.9%
+33.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.6% | +7.0% |
| 7D | +10.7% | -0.2% | +10.9% | +10.7% |
| 30D | +11.3% | +12.3% | -1.1% | +8.1% |
| 3M | +3.2% | +13.8% | -10.5% | 0.0% |
| 6M | +157.0% | +24.3% | +132.7% | +143.4% |
| YTD | +229.2% | +75.8% | +153.4% | +187.7% |
| 1Y | +381.8% | +99.6% | +282.2% | +307.3% |
| 3Y | +1,383.2% | +278.4% | +1,104.8% | +983.6% |
| 5Y | +1,144.9% | +1,168.7% | -23.8% | +574.7% |
| All | +1,144.9% | +1,110.9% | +33.9% | +574.7% |
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