+3,343.4%
STX vs BR
+189.7%
+3,153.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.3% | -3.0% | +0.7% | -1.3% |
| 30D | -5.5% | -0.3% | -5.2% | -5.9% |
| 3M | -4.3% | +17.3% | -21.6% | -12.0% |
| 6M | +115.6% | -6.7% | +122.3% | +117.9% |
| YTD | +202.2% | -23.4% | +225.6% | +231.2% |
| 1Y | +325.3% | -32.7% | +358.0% | +394.1% |
| 3Y | +1,283.9% | -5.9% | +1,289.8% | +1,227.5% |
| 5Y | +1,048.3% | +8.4% | +1,039.9% | +896.7% |
| All | +3,343.4% | +189.7% | +3,153.7% | +1,569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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