+660.3%
STX vs APP
+484.4%
+175.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.6% |
| 7D | +14.6% | +4.6% | +10.0% | +13.9% |
| 30D | -26.0% | +56.0% | -82.0% | -31.8% |
| 3M | -42.6% | +30.8% | -73.5% | -45.7% |
| 6M | -35.3% | -9.8% | -25.5% | -35.7% |
| YTD | +92.5% | -39.3% | +131.7% | +99.7% |
| 1Y | +102.4% | -26.4% | +128.8% | +103.2% |
| 3Y | +673.8% | +887.9% | -214.1% | +367.1% |
| 5Y | +463.1% | +264.1% | +199.0% | +271.2% |
| All | +660.3% | +484.4% | +175.9% | +290.9% |
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