+8,652.1%
STX vs D
+607.1%
+8,045.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -28.5% | +3.0% | -31.5% | -29.5% |
| 30D | -42.9% | +11.5% | -54.4% | -45.8% |
| 3M | -45.9% | +3.7% | -49.6% | -47.2% |
| 6M | -41.3% | +13.5% | -54.8% | -45.5% |
| YTD | +67.9% | +20.7% | +47.2% | +51.1% |
| 1Y | +66.5% | +18.2% | +48.3% | +50.9% |
| 3Y | +588.0% | +73.3% | +514.7% | +405.2% |
| 5Y | +449.1% | +12.3% | +436.8% | +387.6% |
| 10Y | +1,982.8% | +43.4% | +1,939.4% | +1,390.9% |
| All | +8,652.1% | +607.1% | +8,045.1% | +1,954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling