+1,967.8%
STX vs EW
+234.0%
+1,733.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -17.3% | +9.3% | -26.5% | -19.6% |
| 30D | -35.9% | +22.1% | -58.0% | -39.7% |
| 3M | -37.3% | +13.0% | -50.3% | -39.8% |
| 6M | -35.8% | +30.1% | -65.9% | -41.4% |
| YTD | +82.7% | +22.0% | +60.7% | +70.0% |
| 1Y | +71.6% | +23.7% | +47.9% | +59.0% |
| 3Y | +635.3% | +62.0% | +573.3% | +491.5% |
| 5Y | +483.8% | -12.4% | +496.2% | +471.0% |
| 10Y | +1,967.8% | +236.1% | +1,731.7% | +1,464.4% |
| All | +1,967.8% | +234.0% | +1,733.8% | +1,464.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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