+1,019.5%
STX vs EW
-25.6%
+1,045.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +1.4% | +1.0% | +0.3% | +1.0% |
| 3M | -8.2% | +2.8% | -11.0% | -9.3% |
| 6M | +127.0% | +5.5% | +121.5% | +122.3% |
| YTD | +209.1% | +5.5% | +203.7% | +202.5% |
| 1Y | +365.4% | +11.0% | +354.4% | +348.5% |
| 3Y | +1,135.4% | +17.7% | +1,117.7% | +1,020.8% |
| All | +1,019.5% | -25.6% | +1,045.1% | +1,038.7% |
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