+2,038.9%
STX vs DIA
+234.7%
+1,804.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +16.8% | +1.6% | +15.3% | +15.1% |
| 30D | -27.0% | +1.2% | -28.3% | -27.7% |
| 3M | -37.9% | -2.4% | -35.5% | -36.2% |
| 6M | -32.5% | +5.7% | -38.2% | -36.6% |
| YTD | +98.6% | +9.9% | +88.7% | +79.7% |
| 1Y | +93.6% | +9.8% | +83.8% | +75.9% |
| 3Y | +699.1% | +59.8% | +639.3% | +389.8% |
| 5Y | +481.0% | +57.7% | +423.3% | +265.5% |
| All | +2,038.9% | +234.7% | +1,804.3% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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