+978.9%
STX vs AUR
-35.7%
+1,014.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.9% |
| 7D | -2.3% | +1.4% | -3.7% | -2.4% |
| 30D | -5.5% | -6.4% | +0.9% | -4.7% |
| 3M | -4.3% | +7.7% | -12.0% | -5.2% |
| 6M | +115.6% | +44.5% | +71.1% | +105.5% |
| YTD | +202.2% | +67.4% | +134.7% | +183.0% |
| 1Y | +325.3% | +15.4% | +309.9% | +312.5% |
| 3Y | +1,283.9% | +94.8% | +1,189.1% | +1,075.7% |
| 5Y | +1,048.3% | -35.1% | +1,083.4% | +825.8% |
| All | +978.9% | -35.7% | +1,014.6% | +769.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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