+1,883.6%
STX vs ARWR
+906.2%
+977.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -28.5% | -2.9% | -25.6% | -28.1% |
| 30D | -42.9% | -5.4% | -37.5% | -42.4% |
| 3M | -45.9% | -32.2% | -13.7% | -43.1% |
| 6M | -41.3% | -26.5% | -14.8% | -39.1% |
| YTD | +67.9% | -12.4% | +80.3% | +70.1% |
| 1Y | +66.5% | +46.9% | +19.7% | +57.4% |
| 3Y | +588.0% | +116.0% | +472.0% | +491.3% |
| 5Y | +449.1% | -28.0% | +477.0% | +410.3% |
| All | +1,883.6% | +906.2% | +977.4% | +1,385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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