+476.2%
STX vs AU
+381.3%
+94.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | +14.6% | -7.2% | +21.8% | +16.0% |
| 30D | -26.0% | -2.9% | -23.1% | -25.7% |
| 3M | -42.6% | -8.7% | -34.0% | -42.1% |
| 6M | -35.3% | -14.1% | -21.1% | -34.6% |
| YTD | +92.5% | +4.8% | +87.7% | +88.8% |
| 1Y | +102.4% | +11.9% | +90.5% | +97.0% |
| 3Y | +673.8% | +513.8% | +160.0% | +537.5% |
| All | +476.2% | +381.3% | +94.8% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling