+1,967.8%
STX vs DD
+100.9%
+1,866.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | -17.3% | +2.2% | -19.5% | -17.8% |
| 30D | -35.9% | +20.7% | -56.6% | -41.7% |
| 3M | -37.3% | +11.3% | -48.6% | -40.6% |
| 6M | -35.8% | +6.0% | -41.8% | -37.7% |
| YTD | +82.7% | +31.7% | +51.0% | +57.8% |
| 1Y | +71.6% | +32.2% | +39.4% | +47.9% |
| 3Y | +635.3% | +92.7% | +542.6% | +409.8% |
| 5Y | +483.8% | +72.1% | +411.6% | +322.0% |
| 10Y | +1,967.8% | +99.7% | +1,868.1% | +1,243.0% |
| All | +1,967.8% | +100.9% | +1,866.8% | +1,243.0% |
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