+443.6%
STX vs EW
-14.5%
+458.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -28.5% | +11.0% | -39.5% | -30.4% |
| 30D | -42.9% | +19.1% | -62.0% | -45.3% |
| 3M | -45.9% | +14.4% | -60.3% | -47.8% |
| 6M | -41.3% | +22.8% | -64.1% | -44.7% |
| YTD | +67.9% | +19.8% | +48.1% | +59.0% |
| 1Y | +66.5% | +23.9% | +42.6% | +56.3% |
| 3Y | +588.0% | +52.2% | +535.7% | +475.9% |
| All | +443.6% | -14.5% | +458.1% | +444.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling