+455.7%
STX vs DOC
-22.1%
+477.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.2% | -16.0% | -16.2% |
| 7D | -33.4% | +6.2% | -39.6% | -34.4% |
| 30D | -42.1% | +6.5% | -48.6% | -43.1% |
| 3M | -44.3% | -6.2% | -38.0% | -43.5% |
| 6M | -39.4% | +25.6% | -65.0% | -45.0% |
| YTD | +70.0% | +32.1% | +37.9% | +49.9% |
| 1Y | +70.2% | +20.3% | +49.9% | +55.9% |
| 3Y | +585.2% | +42.7% | +542.4% | +468.8% |
| 5Y | +455.7% | -22.2% | +477.8% | +506.1% |
| All | +455.7% | -22.1% | +477.7% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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