+2,038.9%
STX vs D
+47.7%
+1,991.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +16.8% | -3.1% | +19.9% | +17.5% |
| 30D | -27.0% | +8.4% | -35.4% | -28.5% |
| 3M | -37.9% | +0.2% | -38.1% | -38.1% |
| 6M | -32.5% | +9.5% | -42.0% | -34.5% |
| YTD | +98.6% | +18.8% | +79.8% | +88.1% |
| 1Y | +93.6% | +14.7% | +78.9% | +84.9% |
| 3Y | +699.1% | +72.9% | +626.1% | +565.6% |
| 5Y | +481.0% | +13.1% | +467.9% | +451.5% |
| All | +2,038.9% | +47.7% | +1,991.3% | +1,799.0% |
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