+1,883.6%
STX vs ACWI
+219.0%
+1,664.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -28.5% | -2.4% | -26.1% | -25.8% |
| 30D | -42.9% | -5.2% | -37.7% | -38.2% |
| 3M | -45.9% | -4.8% | -41.1% | -41.8% |
| 6M | -41.3% | -1.3% | -40.0% | -39.0% |
| YTD | +67.9% | +8.4% | +59.6% | +56.8% |
| 1Y | +66.5% | +11.0% | +55.5% | +51.7% |
| 3Y | +588.0% | +70.6% | +517.4% | +281.5% |
| 5Y | +449.1% | +55.3% | +393.8% | +243.1% |
| All | +1,883.6% | +219.0% | +1,664.6% | +376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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