+1,144.9%
STX vs FTV
+4.3%
+1,140.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.2% | +6.9% |
| 7D | +10.7% | -0.4% | +11.1% | +10.9% |
| 30D | +11.3% | -8.3% | +19.6% | +16.8% |
| 3M | +3.2% | -7.4% | +10.6% | +6.1% |
| 6M | +157.0% | -1.2% | +158.2% | +152.7% |
| YTD | +229.2% | +2.7% | +226.5% | +209.6% |
| 1Y | +381.8% | +18.4% | +363.4% | +308.8% |
| 3Y | +1,383.2% | -2.0% | +1,385.2% | +1,314.2% |
| 5Y | +1,144.9% | +3.4% | +1,141.5% | +946.0% |
| All | +1,144.9% | +4.3% | +1,140.6% | +946.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling