+3,621.5%
STX vs ADI
+621.8%
+2,999.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.4% |
| 7D | +9.6% | +2.6% | +6.9% | +7.9% |
| 30D | +10.6% | -4.6% | +15.2% | +14.2% |
| 3M | +4.8% | -9.5% | +14.3% | +12.8% |
| 6M | +137.3% | +14.8% | +122.4% | +120.6% |
| YTD | +222.5% | +35.8% | +186.7% | +172.8% |
| 1Y | +366.2% | +48.9% | +317.3% | +272.8% |
| 3Y | +1,352.9% | +115.6% | +1,237.3% | +794.8% |
| 5Y | +1,077.4% | +135.1% | +942.3% | +580.0% |
| 10Y | +3,621.5% | +636.4% | +2,985.1% | +899.7% |
| All | +3,621.5% | +621.8% | +2,999.7% | +899.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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