+1,972.8%
STX vs D
+48.0%
+1,924.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +14.6% | -1.4% | +16.0% | +14.9% |
| 30D | -26.0% | +7.7% | -33.7% | -27.3% |
| 3M | -42.6% | -0.3% | -42.3% | -42.7% |
| 6M | -35.3% | +10.1% | -45.3% | -37.3% |
| YTD | +92.5% | +19.1% | +73.4% | +82.2% |
| 1Y | +102.4% | +15.9% | +86.5% | +92.8% |
| 3Y | +673.8% | +75.0% | +598.8% | +542.4% |
| 5Y | +463.1% | +13.4% | +449.7% | +434.2% |
| All | +1,972.8% | +48.0% | +1,924.8% | +1,739.5% |
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