+3,574.7%
STX vs FTV
+84.4%
+3,490.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | +9.6% | -1.3% | +10.8% | +10.3% |
| 30D | +10.6% | -9.5% | +20.1% | +16.9% |
| 3M | +4.8% | -10.9% | +15.7% | +10.3% |
| 6M | +137.3% | -0.6% | +137.9% | +133.8% |
| YTD | +222.5% | +1.4% | +221.1% | +208.5% |
| 1Y | +366.2% | +17.6% | +348.6% | +306.7% |
| 3Y | +1,352.9% | -3.3% | +1,356.2% | +1,312.0% |
| 5Y | +1,077.4% | -0.1% | +1,077.6% | +1,005.2% |
| All | +3,574.7% | +84.4% | +3,490.2% | +2,331.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling