+16,011.1%
STX vs AU
+406.6%
+15,604.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.7% | +6.6% |
| 7D | +2.4% | -3.6% | +6.0% | +2.8% |
| 30D | +1.4% | +23.9% | -22.5% | -1.8% |
| 3M | -8.2% | +19.1% | -27.3% | -10.7% |
| 6M | +127.0% | -0.2% | +127.2% | +124.8% |
| YTD | +209.1% | +32.5% | +176.7% | +195.2% |
| 1Y | +365.4% | +96.9% | +268.5% | +323.3% |
| 3Y | +1,135.4% | +614.7% | +520.7% | +839.8% |
| 5Y | +991.5% | +647.7% | +343.8% | +704.8% |
| 10Y | +3,695.8% | +679.2% | +3,016.6% | +2,445.2% |
| All | +16,011.1% | +406.6% | +15,604.5% | +11,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling