+646.2%
STX vs FTV
+37.0%
+609.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.1% | +8.7% |
| 7D | -14.8% | +0.4% | -15.1% | -14.6% |
| 30D | -35.4% | +17.2% | -52.5% | -39.2% |
| 3M | -37.7% | +8.9% | -46.5% | -39.6% |
| 6M | -35.2% | +11.3% | -46.5% | -38.7% |
| YTD | +84.4% | +21.9% | +62.5% | +62.4% |
| 1Y | +82.3% | +31.6% | +50.7% | +51.8% |
| 3Y | +646.2% | +38.1% | +608.2% | +491.9% |
| All | +646.2% | +37.0% | +609.2% | +491.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling