+2,071.0%
STX vs ACM
+147.1%
+1,923.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.6% | +7.8% |
| 7D | -14.8% | +6.9% | -21.7% | -16.8% |
| 30D | -35.4% | +19.1% | -54.4% | -39.7% |
| 3M | -37.7% | -6.9% | -30.7% | -36.7% |
| 6M | -35.2% | -12.0% | -23.2% | -33.4% |
| YTD | +84.4% | -25.1% | +109.5% | +100.8% |
| 1Y | +82.3% | -45.4% | +127.7% | +128.6% |
| 3Y | +646.2% | -6.9% | +653.1% | +623.6% |
| 5Y | +487.4% | +3.7% | +483.7% | +436.2% |
| 10Y | +2,071.0% | +135.8% | +1,935.3% | +1,230.6% |
| All | +2,071.0% | +147.1% | +1,923.9% | +1,230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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