+17,056.4%
STX vs FTI
+2,347.6%
+14,708.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | +3.2% | +13.8% | -10.5% | -1.0% |
| 6M | +157.0% | +24.3% | +132.7% | +138.8% |
| YTD | +229.2% | +75.8% | +153.4% | +173.4% |
| 1Y | +381.8% | +99.6% | +282.2% | +281.9% |
| 3Y | +1,383.2% | +278.4% | +1,104.8% | +828.8% |
| 5Y | +1,144.9% | +1,168.7% | -23.8% | +384.1% |
| 10Y | +3,676.0% | +297.5% | +3,378.5% | +1,724.5% |
| All | +17,056.4% | +2,347.6% | +14,708.7% | +4,089.0% |
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