+1,967.8%
STX vs ARWR
+1,055.7%
+912.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -17.3% | -17.7% | +0.4% | -15.3% |
| 30D | -35.9% | -21.9% | -14.0% | -33.9% |
| 3M | -37.3% | -44.5% | +7.2% | -32.5% |
| 6M | -35.8% | -32.6% | -3.2% | -32.8% |
| YTD | +82.7% | -26.2% | +108.9% | +88.7% |
| 1Y | +71.6% | +23.0% | +48.7% | +65.2% |
| 3Y | +635.3% | +81.8% | +553.5% | +541.9% |
| 5Y | +483.8% | -36.0% | +519.8% | +449.7% |
| 10Y | +1,967.8% | +1,039.5% | +928.2% | +1,449.6% |
| All | +1,967.8% | +1,055.7% | +912.1% | +1,449.6% |
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