+1,907.8%
STX vs D
+48.1%
+1,859.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -17.3% | +2.4% | -19.7% | -17.7% |
| 30D | -35.9% | +10.9% | -46.9% | -37.5% |
| 3M | -37.3% | +2.8% | -40.2% | -37.9% |
| 6M | -35.8% | +12.7% | -48.5% | -38.1% |
| YTD | +82.7% | +20.3% | +62.4% | +72.7% |
| 1Y | +71.6% | +17.1% | +54.5% | +63.2% |
| 3Y | +635.3% | +75.1% | +560.1% | +511.3% |
| 5Y | +483.8% | +13.1% | +470.6% | +455.3% |
| All | +1,907.8% | +48.1% | +1,859.7% | +1,709.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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