+1,203.3%
STX vs ACI
+31.1%
+1,172.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.8% |
| 7D | -14.8% | -5.9% | -8.9% | -14.5% |
| 30D | -35.4% | +7.2% | -42.6% | -35.7% |
| 3M | -37.7% | +8.8% | -46.5% | -38.1% |
| 6M | -35.2% | -17.2% | -18.0% | -34.5% |
| YTD | +84.4% | -21.3% | +105.6% | +86.9% |
| 1Y | +82.3% | -23.7% | +106.0% | +85.6% |
| 3Y | +646.2% | -32.8% | +679.1% | +669.0% |
| 5Y | +487.4% | -41.4% | +528.8% | +514.2% |
| All | +1,203.3% | +31.1% | +1,172.2% | +1,079.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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