+435.0%
STX vs DOW
-29.5%
+464.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -28.5% | -9.5% | -19.0% | -25.8% |
| 30D | -42.9% | +13.1% | -56.0% | -45.5% |
| 3M | -45.9% | +4.8% | -50.7% | -47.2% |
| 6M | -41.3% | -16.7% | -24.6% | -37.6% |
| YTD | +67.9% | +38.9% | +29.1% | +36.8% |
| 1Y | +66.5% | +48.3% | +18.2% | +30.7% |
| 3Y | +588.0% | -24.4% | +612.3% | +656.2% |
| All | +435.0% | -29.5% | +464.5% | +507.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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