+3,476.8%
STX vs FTV
+80.1%
+3,396.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.4% |
| 7D | +8.0% | -5.2% | +13.2% | +11.2% |
| 30D | +5.1% | -11.5% | +16.6% | +12.5% |
| 3M | +5.8% | -9.0% | +14.8% | +9.9% |
| 6M | +124.9% | -2.0% | +127.0% | +123.4% |
| YTD | +213.9% | -0.9% | +214.8% | +204.3% |
| 1Y | +350.4% | +14.8% | +335.6% | +298.4% |
| 3Y | +1,314.2% | -5.5% | +1,319.7% | +1,292.7% |
| 5Y | +1,092.8% | -1.9% | +1,094.7% | +1,030.5% |
| All | +3,476.8% | +80.1% | +3,396.7% | +2,298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling