+1,019.5%
STX vs D
+4.5%
+1,015.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +6.4% |
| 7D | +2.4% | +0.4% | +1.9% | +2.3% |
| 30D | +1.4% | -3.6% | +4.9% | +1.5% |
| 3M | -8.2% | -1.0% | -7.2% | -8.3% |
| 6M | +127.0% | +6.3% | +120.7% | +125.2% |
| YTD | +209.1% | +14.7% | +194.4% | +203.9% |
| 1Y | +365.4% | +16.9% | +348.5% | +356.4% |
| 3Y | +1,135.4% | +56.8% | +1,078.6% | +1,059.5% |
| All | +1,019.5% | +4.5% | +1,015.0% | +1,061.5% |
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 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