+3,676.0%
STX vs DIA
+246.5%
+3,429.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +7.7% |
| 7D | +10.7% | +0.1% | +10.7% | +10.5% |
| 30D | +11.3% | -2.1% | +13.3% | +13.6% |
| 3M | +3.2% | +4.2% | -0.9% | -1.8% |
| 6M | +157.0% | +11.9% | +145.1% | +126.5% |
| YTD | +229.2% | +10.8% | +218.4% | +194.3% |
| 1Y | +381.8% | +17.5% | +364.3% | +305.0% |
| 3Y | +1,383.2% | +59.9% | +1,323.2% | +803.0% |
| 5Y | +1,144.9% | +64.1% | +1,080.7% | +648.8% |
| 10Y | +3,676.0% | +246.2% | +3,429.8% | +758.1% |
| All | +3,676.0% | +246.5% | +3,429.6% | +758.1% |
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