+3,186.2%
STX vs FTV
+126.9%
+3,059.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -17.3% | +1.4% | -18.7% | -17.6% |
| 30D | -35.9% | +18.3% | -54.2% | -41.4% |
| 3M | -37.3% | +9.8% | -47.1% | -40.5% |
| 6M | -35.8% | +12.3% | -48.1% | -40.8% |
| YTD | +82.7% | +23.1% | +59.7% | +57.2% |
| 1Y | +71.6% | +32.5% | +39.1% | +40.9% |
| 3Y | +635.3% | +38.3% | +596.9% | +485.5% |
| 5Y | +483.8% | +16.8% | +466.9% | +403.0% |
| 10Y | +1,967.8% | +106.6% | +1,861.2% | +1,252.0% |
| All | +3,186.2% | +126.9% | +3,059.3% | +2,085.2% |
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