+1,019.5%
STX vs ALL
+118.4%
+901.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.5% |
| 7D | +2.4% | 0.0% | +2.3% | +2.3% |
| 30D | +1.4% | -1.5% | +2.9% | +1.5% |
| 3M | -8.2% | +23.6% | -31.8% | -11.4% |
| 6M | +127.0% | +22.3% | +104.7% | +118.8% |
| YTD | +209.1% | +26.5% | +182.6% | +194.8% |
| 1Y | +365.4% | +27.0% | +338.4% | +341.1% |
| 3Y | +1,135.4% | +149.6% | +985.8% | +819.4% |
| All | +1,019.5% | +118.4% | +901.1% | +746.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling