+9,423.5%
STX vs FTI
+1,921.4%
+7,502.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -17.3% | -3.3% | -14.0% | -16.1% |
| 30D | -35.9% | -7.2% | -28.7% | -34.3% |
| 3M | -37.3% | -12.9% | -24.5% | -34.4% |
| 6M | -35.8% | -7.9% | -27.9% | -34.3% |
| YTD | +82.7% | +45.2% | +37.6% | +61.5% |
| 1Y | +71.6% | +48.1% | +23.6% | +50.3% |
| 3Y | +635.3% | +205.0% | +430.3% | +396.6% |
| 5Y | +483.8% | +838.8% | -355.1% | +152.7% |
| 10Y | +1,967.8% | +174.8% | +1,793.0% | +1,045.8% |
| All | +9,423.5% | +1,921.4% | +7,502.1% | +2,374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling