+443.6%
STX vs DD
+58.5%
+385.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -28.5% | +4.6% | -33.1% | -30.2% |
| 30D | -42.9% | +11.8% | -54.7% | -46.5% |
| 3M | -45.9% | +2.2% | -48.1% | -46.5% |
| 6M | -41.3% | -1.6% | -39.7% | -40.8% |
| YTD | +67.9% | +23.0% | +44.9% | +47.1% |
| 1Y | +66.5% | +26.9% | +39.6% | +43.2% |
| 3Y | +588.0% | +77.9% | +510.1% | +363.1% |
| All | +443.6% | +58.5% | +385.1% | +273.7% |
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