+2,071.0%
STX vs EW
+236.4%
+1,834.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.5% | +7.3% | +9.1% |
| 7D | -14.8% | +12.3% | -27.0% | -17.8% |
| 30D | -35.4% | +22.9% | -58.2% | -39.3% |
| 3M | -37.7% | +16.7% | -54.4% | -40.7% |
| 6M | -35.2% | +31.0% | -66.2% | -41.0% |
| YTD | +84.4% | +22.8% | +61.6% | +71.2% |
| 1Y | +82.3% | +25.6% | +56.7% | +68.1% |
| 3Y | +646.2% | +62.0% | +584.3% | +500.6% |
| 5Y | +487.4% | -12.8% | +500.2% | +475.7% |
| 10Y | +2,071.0% | +239.8% | +1,831.3% | +1,537.4% |
| All | +2,071.0% | +236.4% | +1,834.7% | +1,537.4% |
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