+5,459.3%
STX vs FTV
+90.8%
+5,368.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.9% |
| 7D | +2.4% | -4.5% | +6.8% | +4.9% |
| 30D | +1.4% | -7.1% | +8.4% | +5.4% |
| 3M | -8.2% | -7.2% | -1.1% | -5.8% |
| 6M | +127.0% | -1.5% | +128.5% | +124.9% |
| YTD | +209.1% | +3.5% | +205.7% | +192.9% |
| 1Y | +365.4% | +20.3% | +345.1% | +302.1% |
| 3Y | +1,135.4% | -3.1% | +1,138.5% | +1,101.0% |
| 5Y | +991.5% | +2.3% | +989.2% | +913.1% |
| 10Y | +3,695.8% | +76.3% | +3,619.5% | +2,602.8% |
| All | +5,459.3% | +90.8% | +5,368.6% | +3,969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling