+628.4%
STX vs APP
+485.7%
+142.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.8% | +5.0% | +9.1% |
| 7D | -14.8% | +79.2% | -93.9% | -23.2% |
| 30D | -35.4% | +48.0% | -83.4% | -39.9% |
| 3M | -37.7% | +18.2% | -55.9% | -40.1% |
| 6M | -35.2% | -12.5% | -22.7% | -35.4% |
| YTD | +84.4% | -39.2% | +123.5% | +91.3% |
| 1Y | +82.3% | -33.9% | +116.1% | +86.3% |
| 3Y | +646.2% | +933.3% | -287.0% | +346.4% |
| 5Y | +487.4% | +295.9% | +191.6% | +280.5% |
| All | +628.4% | +485.7% | +142.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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