+1,967.8%
STX vs AA
+45.1%
+1,922.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.2% |
| 7D | -17.3% | +1.2% | -18.5% | -17.4% |
| 30D | -35.9% | -5.0% | -30.9% | -35.0% |
| 3M | -37.3% | -22.2% | -15.1% | -33.3% |
| 6M | -35.8% | -36.3% | +0.5% | -28.7% |
| YTD | +82.7% | -24.2% | +106.9% | +92.8% |
| 1Y | +71.6% | +3.9% | +67.8% | +67.2% |
| 3Y | +635.3% | +67.6% | +567.7% | +504.1% |
| 5Y | +483.8% | -8.8% | +492.6% | +425.2% |
| 10Y | +1,967.8% | +45.0% | +1,922.8% | +1,404.4% |
| All | +1,967.8% | +45.1% | +1,922.7% | +1,404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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