+455.7%
STX vs COMP
-28.0%
+483.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -8.2% | -8.1% | -15.2% |
| 7D | -33.4% | -1.8% | -31.6% | -33.2% |
| 30D | -42.1% | -0.8% | -41.3% | -42.1% |
| 3M | -44.3% | -28.1% | -16.1% | -42.2% |
| 6M | -39.4% | +27.0% | -66.4% | -42.3% |
| YTD | +70.0% | -12.8% | +82.7% | +68.0% |
| 1Y | +70.2% | +4.9% | +65.3% | +63.8% |
| 3Y | +585.2% | +321.0% | +264.2% | +413.5% |
| 5Y | +455.7% | -25.6% | +481.3% | +347.5% |
| All | +455.7% | -28.0% | +483.6% | +347.5% |
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