+3,476.8%
STX vs AA
+123.1%
+3,353.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.1% | -1.5% |
| 7D | +8.0% | -5.4% | +13.4% | +9.5% |
| 30D | +5.1% | -10.7% | +15.8% | +7.9% |
| 3M | +5.8% | -26.2% | +31.9% | +13.3% |
| 6M | +124.9% | -20.9% | +145.9% | +134.7% |
| YTD | +213.9% | -8.6% | +222.5% | +215.7% |
| 1Y | +350.4% | +57.4% | +293.0% | +293.0% |
| 3Y | +1,314.2% | +77.8% | +1,236.4% | +1,036.0% |
| 5Y | +1,092.8% | +2.7% | +1,090.1% | +930.7% |
| All | +3,476.8% | +123.1% | +3,353.8% | +2,180.1% |
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