+16,011.1%
STX vs AME
+4,896.3%
+11,114.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +5.3% |
| 7D | +2.4% | +0.6% | +1.7% | +2.0% |
| 30D | +1.4% | -6.7% | +8.1% | +6.4% |
| 3M | -8.2% | +4.1% | -12.3% | -10.2% |
| 6M | +127.0% | +1.6% | +125.4% | +126.1% |
| YTD | +209.1% | +16.1% | +193.0% | +181.6% |
| 1Y | +365.4% | +27.3% | +338.1% | +296.9% |
| 3Y | +1,135.4% | +50.9% | +1,084.5% | +837.3% |
| 5Y | +991.5% | +81.4% | +910.1% | +630.6% |
| 10Y | +3,695.8% | +417.0% | +3,278.9% | +1,116.4% |
| All | +16,011.1% | +4,896.3% | +11,114.8% | +1,375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 all: compounded portfolio wealth divided by compounded AME 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…
all analysis · Full analysis span regression · 6 months rolling