+1,972.8%
STX vs ACM
+132.6%
+1,840.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.3% |
| 7D | +14.6% | +5.6% | +9.0% | +12.2% |
| 30D | -26.0% | +20.8% | -46.8% | -31.4% |
| 3M | -42.6% | +11.4% | -54.0% | -45.5% |
| 6M | -35.3% | +0.9% | -36.2% | -37.2% |
| YTD | +92.5% | -24.8% | +117.3% | +109.4% |
| 1Y | +102.4% | -46.4% | +148.8% | +157.2% |
| 3Y | +673.8% | -9.2% | +683.1% | +658.4% |
| 5Y | +463.1% | +5.0% | +458.1% | +409.7% |
| All | +1,972.8% | +132.6% | +1,840.2% | +1,184.5% |
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