+1,019.5%
STX vs COMP
-31.2%
+1,050.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.1% |
| 30D | +1.4% | -13.3% | +14.7% | +3.0% |
| 3M | -8.2% | +41.1% | -49.3% | -12.9% |
| 6M | +127.0% | +17.2% | +109.8% | +118.6% |
| YTD | +209.1% | +5.2% | +203.9% | +199.6% |
| 1Y | +365.4% | +18.9% | +346.5% | +340.5% |
| 3Y | +1,135.4% | +215.9% | +919.5% | +868.9% |
| All | +1,019.5% | -31.2% | +1,050.7% | +913.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling