+1,883.6%
STX vs APD
+185.9%
+1,697.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -28.5% | -3.7% | -24.8% | -27.2% |
| 30D | -42.9% | +9.6% | -52.5% | -45.3% |
| 3M | -45.9% | +1.6% | -47.6% | -46.6% |
| 6M | -41.3% | +2.2% | -43.5% | -42.6% |
| YTD | +67.9% | +25.9% | +42.1% | +47.2% |
| 1Y | +66.5% | +20.1% | +46.4% | +48.4% |
| 3Y | +588.0% | +12.4% | +575.6% | +512.2% |
| 5Y | +449.1% | +11.1% | +437.9% | +380.5% |
| All | +1,883.6% | +185.9% | +1,697.7% | +756.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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