+2,038.9%
STX vs B
+218.7%
+1,820.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | +16.8% | -6.2% | +23.0% | +18.1% |
| 30D | -27.0% | -6.6% | -20.4% | -26.3% |
| 3M | -37.9% | -7.9% | -30.0% | -37.4% |
| 6M | -32.5% | -16.8% | -15.7% | -30.9% |
| YTD | +98.6% | -11.7% | +110.3% | +101.5% |
| 1Y | +93.6% | +3.5% | +90.1% | +92.2% |
| 3Y | +699.1% | +165.7% | +533.3% | +605.3% |
| 5Y | +481.0% | +108.4% | +372.6% | +417.0% |
| All | +2,038.9% | +218.7% | +1,820.3% | +1,678.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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