+3,426.5%
STX vs ARWR
+1,099.2%
+2,327.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | +1.4% | -0.7% | +2.0% | +1.4% |
| 3M | -8.2% | +14.9% | -23.1% | -10.1% |
| 6M | +127.0% | +32.6% | +94.4% | +117.8% |
| YTD | +209.1% | +30.0% | +179.1% | +197.4% |
| 1Y | +365.4% | +208.4% | +157.1% | +299.8% |
| 3Y | +1,135.4% | +208.8% | +926.6% | +909.4% |
| 5Y | +991.5% | +27.8% | +963.7% | +846.6% |
| All | +3,426.5% | +1,099.2% | +2,327.4% | +2,447.4% |
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