+3,635.3%
STX vs B
+194.1%
+3,441.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +6.7% |
| 7D | +2.4% | -1.6% | +3.9% | +2.6% |
| 30D | +1.4% | +9.4% | -8.0% | -0.5% |
| 3M | -8.2% | +5.0% | -13.2% | -9.3% |
| 6M | +127.0% | -3.5% | +130.6% | +126.5% |
| YTD | +209.1% | +4.5% | +204.7% | +205.7% |
| 1Y | +365.4% | +67.8% | +297.6% | +335.3% |
| 3Y | +1,135.4% | +196.7% | +938.7% | +982.4% |
| 5Y | +991.5% | +151.9% | +839.6% | +856.4% |
| All | +3,635.3% | +194.1% | +3,441.2% | +3,104.6% |
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