+1,883.6%
STX vs D
+42.6%
+1,841.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -28.5% | +3.0% | -31.5% | -29.0% |
| 30D | -42.9% | +11.5% | -54.4% | -44.3% |
| 3M | -45.9% | +3.7% | -49.6% | -46.4% |
| 6M | -41.3% | +13.5% | -54.8% | -43.5% |
| YTD | +67.9% | +20.7% | +47.2% | +58.8% |
| 1Y | +66.5% | +18.2% | +48.3% | +58.1% |
| 3Y | +588.0% | +73.3% | +514.7% | +475.8% |
| 5Y | +449.1% | +12.3% | +436.8% | +424.4% |
| All | +1,883.6% | +42.6% | +1,841.1% | +1,741.5% |
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