+3,343.4%
STX vs AU
+699.0%
+2,644.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | -2.3% | -4.3% | +2.0% | -1.9% |
| 30D | -5.5% | +7.3% | -12.8% | -6.3% |
| 3M | -4.3% | +26.3% | -30.6% | -6.7% |
| 6M | +115.6% | +1.8% | +113.9% | +113.5% |
| YTD | +202.2% | +26.8% | +175.4% | +194.6% |
| 1Y | +325.3% | +66.7% | +258.6% | +307.6% |
| 3Y | +1,283.9% | +579.1% | +704.8% | +1,127.6% |
| 5Y | +1,048.3% | +689.3% | +359.0% | +901.2% |
| All | +3,343.4% | +699.0% | +2,644.4% | +2,984.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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