+1,972.8%
STX vs ADI
+631.6%
+1,341.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -1.3% |
| 7D | +14.6% | +9.5% | +5.1% | +8.5% |
| 30D | -26.0% | -1.4% | -24.6% | -24.2% |
| 3M | -42.6% | +4.7% | -47.3% | -43.5% |
| 6M | -35.3% | -7.4% | -27.8% | -31.1% |
| YTD | +92.5% | +48.1% | +44.4% | +55.9% |
| 1Y | +102.4% | +69.6% | +32.8% | +51.6% |
| 3Y | +673.8% | +144.4% | +529.5% | +346.9% |
| 5Y | +463.1% | +134.1% | +328.9% | +228.5% |
| All | +1,972.8% | +631.6% | +1,341.2% | +501.5% |
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