+1,972.8%
STX vs DD
+97.1%
+1,875.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | +14.6% | +5.0% | +9.6% | +11.8% |
| 30D | -26.0% | +19.7% | -45.7% | -32.4% |
| 3M | -42.6% | +7.2% | -49.8% | -44.6% |
| 6M | -35.3% | +1.0% | -36.3% | -35.7% |
| YTD | +92.5% | +29.1% | +63.4% | +67.9% |
| 1Y | +102.4% | +28.5% | +73.9% | +77.0% |
| 3Y | +673.8% | +89.4% | +584.4% | +441.0% |
| 5Y | +463.1% | +67.1% | +395.9% | +312.7% |
| All | +1,972.8% | +97.1% | +1,875.7% | +1,240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling