+1,972.8%
STX vs FTV
+109.2%
+1,863.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +3.9% | +10.7% | +12.3% |
| 30D | -26.0% | +18.7% | -44.6% | -32.5% |
| 3M | -42.6% | +10.0% | -52.6% | -45.7% |
| 6M | -35.3% | +14.6% | -49.8% | -41.0% |
| YTD | +92.5% | +23.4% | +69.0% | +64.8% |
| 1Y | +102.4% | +31.3% | +71.1% | +66.4% |
| 3Y | +673.8% | +39.8% | +634.0% | +508.8% |
| 5Y | +463.1% | +17.7% | +445.4% | +381.6% |
| All | +1,972.8% | +109.2% | +1,863.6% | +1,030.0% |
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 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