+648.0%
STX vs COMP
-53.0%
+701.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | 0.0% |
| 7D | -17.3% | +7.2% | -24.5% | -18.0% |
| 30D | -35.9% | +6.4% | -42.3% | -36.6% |
| 3M | -37.3% | -19.4% | -17.9% | -36.0% |
| 6M | -35.8% | +14.6% | -50.4% | -37.8% |
| YTD | +82.7% | -5.5% | +88.2% | +78.7% |
| 1Y | +71.6% | +13.7% | +58.0% | +63.5% |
| 3Y | +635.3% | +409.7% | +225.6% | +437.9% |
| 5Y | +483.8% | -17.0% | +500.8% | +393.3% |
| All | +648.0% | -53.0% | +701.0% | +588.9% |
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