+1,144.9%
STX vs DD
+61.7%
+1,083.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +10.7% | -0.6% | +11.3% | +11.1% |
| 30D | +11.3% | -7.4% | +18.7% | +16.6% |
| 3M | +3.2% | -6.4% | +9.7% | +7.4% |
| 6M | +157.0% | -2.5% | +159.4% | +160.6% |
| YTD | +229.2% | +10.2% | +219.0% | +208.6% |
| 1Y | +381.8% | +36.9% | +344.9% | +295.5% |
| 3Y | +1,383.2% | +47.0% | +1,336.2% | +1,030.1% |
| 5Y | +1,144.9% | +63.1% | +1,081.7% | +766.2% |
| All | +1,144.9% | +61.7% | +1,083.2% | +766.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling