+9,509.3%
STX vs DIA
+932.3%
+8,577.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +7.3% |
| 7D | -14.8% | +0.8% | -15.5% | -15.2% |
| 30D | -35.4% | +1.4% | -36.8% | -36.1% |
| 3M | -37.7% | -2.7% | -35.0% | -35.8% |
| 6M | -35.2% | +6.2% | -41.4% | -39.7% |
| YTD | +84.4% | +10.1% | +74.3% | +66.1% |
| 1Y | +82.3% | +13.0% | +69.2% | +59.8% |
| 3Y | +646.2% | +61.9% | +584.4% | +341.1% |
| 5Y | +487.4% | +57.1% | +430.4% | +264.9% |
| 10Y | +2,071.0% | +240.9% | +1,830.2% | +454.8% |
| All | +9,509.3% | +932.3% | +8,577.1% | +684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling