+1,019.5%
STX vs DIA
+64.7%
+954.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +7.1% |
| 7D | +2.4% | -0.2% | +2.5% | +2.5% |
| 30D | +1.4% | -1.5% | +2.9% | +3.2% |
| 3M | -8.2% | +3.8% | -12.0% | -13.1% |
| 6M | +127.0% | +10.3% | +116.8% | +98.2% |
| YTD | +209.1% | +12.1% | +197.1% | +164.9% |
| 1Y | +365.4% | +18.6% | +346.8% | +271.1% |
| 3Y | +1,135.4% | +60.6% | +1,074.8% | +561.4% |
| All | +1,019.5% | +64.7% | +954.9% | +482.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling