+504.0%
STX vs D
+13.0%
+491.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.4% | +10.0% |
| 7D | -1.0% | -2.4% | +1.5% | -1.0% |
| 30D | -26.8% | +9.0% | -35.7% | -26.8% |
| 3M | -32.7% | +1.0% | -33.7% | -32.5% |
| 6M | -33.7% | +11.0% | -44.7% | -34.2% |
| YTD | +101.0% | +19.8% | +81.2% | +97.6% |
| 1Y | +92.7% | +16.0% | +76.7% | +90.2% |
| 3Y | +708.7% | +74.4% | +634.4% | +644.7% |
| 5Y | +504.0% | +13.5% | +490.5% | +521.0% |
| All | +504.0% | +13.0% | +491.0% | +521.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling