+1,972.8%
STX vs ACN
+148.3%
+1,824.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +14.6% | -3.8% | +18.4% | +15.7% |
| 30D | -26.0% | +16.5% | -42.5% | -30.2% |
| 3M | -42.6% | +41.5% | -84.1% | -50.0% |
| 6M | -35.3% | +60.1% | -95.3% | -48.5% |
| YTD | +92.5% | -3.9% | +96.4% | +93.2% |
| 1Y | +102.4% | +4.1% | +98.3% | +92.5% |
| 3Y | +673.8% | -15.9% | +689.7% | +700.1% |
| 5Y | +463.1% | -26.3% | +489.4% | +522.9% |
| All | +1,972.8% | +148.3% | +1,824.6% | +912.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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