+1,967.8%
STX vs AR
+52.4%
+1,915.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +8.3% |
| 7D | -17.3% | -5.8% | -11.5% | -16.6% |
| 30D | -35.9% | +4.8% | -40.8% | -36.3% |
| 3M | -37.3% | +1.5% | -38.8% | -37.6% |
| 6M | -35.8% | +4.7% | -40.5% | -36.5% |
| YTD | +82.7% | +9.2% | +73.5% | +78.7% |
| 1Y | +71.6% | +11.2% | +60.5% | +67.2% |
| 3Y | +635.3% | +46.2% | +589.0% | +583.7% |
| 5Y | +483.8% | +98.1% | +385.7% | +415.5% |
| 10Y | +1,967.8% | +54.5% | +1,913.2% | +1,876.7% |
| All | +1,967.8% | +52.4% | +1,915.4% | +1,876.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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