+8,757.3%
STX vs D
+617.8%
+8,139.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.2% | -16.1% | -16.2% |
| 7D | -33.4% | +6.9% | -40.3% | -35.4% |
| 30D | -42.1% | +12.3% | -54.4% | -45.2% |
| 3M | -44.3% | +3.0% | -47.3% | -45.4% |
| 6M | -39.4% | +12.8% | -52.2% | -43.6% |
| YTD | +70.0% | +22.6% | +47.4% | +52.0% |
| 1Y | +70.2% | +21.7% | +48.5% | +52.4% |
| 3Y | +585.2% | +83.9% | +501.2% | +388.8% |
| 5Y | +455.7% | +14.0% | +441.7% | +390.5% |
| 10Y | +2,007.9% | +45.6% | +1,962.3% | +1,399.9% |
| All | +8,757.3% | +617.8% | +8,139.5% | +1,967.1% |
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