+3,476.8%
STX vs AEM
+369.2%
+3,107.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.2% |
| 7D | +8.0% | -5.0% | +13.0% | +8.8% |
| 30D | +5.1% | +8.5% | -3.4% | +3.5% |
| 3M | +5.8% | +29.3% | -23.5% | +1.3% |
| 6M | +124.9% | -12.9% | +137.9% | +126.9% |
| YTD | +213.9% | +16.8% | +197.1% | +204.8% |
| 1Y | +350.4% | +29.8% | +320.6% | +332.2% |
| 3Y | +1,314.2% | +336.7% | +977.5% | +1,085.8% |
| 5Y | +1,092.8% | +299.9% | +792.9% | +893.3% |
| All | +3,476.8% | +369.2% | +3,107.6% | +2,740.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling