+646.2%
STX vs D
+71.1%
+575.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.7% |
| 7D | -14.8% | +0.8% | -15.5% | -14.5% |
| 30D | -35.4% | +10.7% | -46.1% | -34.2% |
| 3M | -37.7% | +2.3% | -40.0% | -36.9% |
| 6M | -35.2% | +12.5% | -47.7% | -34.3% |
| YTD | +84.4% | +20.1% | +64.3% | +86.4% |
| 1Y | +82.3% | +15.6% | +66.7% | +84.6% |
| 3Y | +646.2% | +75.2% | +571.1% | +650.8% |
| All | +646.2% | +71.1% | +575.1% | +650.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling