+2,038.9%
STX vs APA
+7.0%
+2,032.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | +16.8% | +9.6% | +7.2% | +15.2% |
| 30D | -27.0% | -0.2% | -26.8% | -27.0% |
| 3M | -37.9% | +19.8% | -57.7% | -39.8% |
| 6M | -32.5% | +30.1% | -62.6% | -35.8% |
| YTD | +98.6% | +100.4% | -1.8% | +73.6% |
| 1Y | +93.6% | +105.2% | -11.6% | +68.0% |
| 3Y | +699.1% | +44.6% | +654.5% | +613.0% |
| 5Y | +481.0% | +88.8% | +392.2% | +383.9% |
| All | +2,038.9% | +7.0% | +2,032.0% | +1,678.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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