+3,621.5%
STX vs DD
+64.9%
+3,556.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -0.7% |
| 7D | +9.6% | -3.8% | +13.3% | +11.8% |
| 30D | +10.6% | -9.2% | +19.8% | +16.5% |
| 3M | +4.8% | -9.0% | +13.8% | +10.1% |
| 6M | +137.3% | -5.0% | +142.2% | +143.6% |
| YTD | +222.5% | +7.4% | +215.1% | +209.6% |
| 1Y | +366.2% | +35.1% | +331.1% | +295.9% |
| 3Y | +1,352.9% | +43.2% | +1,309.7% | +1,068.8% |
| 5Y | +1,077.4% | +59.6% | +1,017.8% | +789.1% |
| 10Y | +3,621.5% | +66.5% | +3,555.0% | +2,482.9% |
| All | +3,621.5% | +64.9% | +3,556.6% | +2,482.9% |
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