+722.7%
STX vs COMP
-51.7%
+774.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.7% | +7.3% | +9.7% |
| 7D | -1.0% | +2.2% | -3.1% | -1.1% |
| 30D | -26.8% | +16.3% | -43.1% | -28.2% |
| 3M | -32.7% | -19.1% | -13.6% | -31.3% |
| 6M | -33.7% | +17.1% | -50.9% | -36.0% |
| YTD | +101.0% | -2.9% | +103.9% | +96.0% |
| 1Y | +92.7% | +8.8% | +83.9% | +84.8% |
| 3Y | +708.7% | +423.5% | +285.2% | +489.8% |
| 5Y | +504.0% | -10.5% | +514.5% | +406.2% |
| All | +722.7% | -51.7% | +774.4% | +655.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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