+1,972.8%
STX vs ACWI
+224.5%
+1,748.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | +14.6% | +2.4% | +12.2% | +11.4% |
| 30D | -26.0% | -1.7% | -24.3% | -23.3% |
| 3M | -42.6% | -3.9% | -38.7% | -38.8% |
| 6M | -35.3% | +0.8% | -36.1% | -34.4% |
| YTD | +92.5% | +11.0% | +81.4% | +74.6% |
| 1Y | +102.4% | +13.1% | +89.3% | +80.1% |
| 3Y | +673.8% | +73.9% | +599.9% | +319.1% |
| 5Y | +463.1% | +59.0% | +404.0% | +241.8% |
| All | +1,972.8% | +224.5% | +1,748.4% | +324.6% |
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