+8,652.1%
STX vs DD
+468.6%
+8,183.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -28.5% | +4.6% | -33.1% | -30.0% |
| 30D | -42.9% | +11.8% | -54.7% | -46.0% |
| 3M | -45.9% | +2.2% | -48.1% | -46.5% |
| 6M | -41.3% | -1.6% | -39.7% | -40.9% |
| YTD | +67.9% | +23.0% | +44.9% | +50.6% |
| 1Y | +66.5% | +26.9% | +39.6% | +47.1% |
| 3Y | +588.0% | +77.9% | +510.1% | +401.4% |
| 5Y | +449.1% | +59.9% | +389.2% | +318.7% |
| 10Y | +1,982.8% | +90.1% | +1,892.8% | +1,244.4% |
| All | +8,652.1% | +468.6% | +8,183.6% | +3,002.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling