+10,374.7%
STX vs EW
+4,817.6%
+5,557.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.4% |
| 7D | -1.0% | +6.5% | -7.4% | -2.9% |
| 30D | -26.8% | +22.5% | -49.2% | -31.4% |
| 3M | -32.7% | +13.0% | -45.7% | -35.5% |
| 6M | -33.7% | +37.1% | -70.9% | -40.7% |
| YTD | +101.0% | +24.1% | +76.9% | +85.2% |
| 1Y | +92.7% | +24.2% | +68.5% | +77.6% |
| 3Y | +708.7% | +64.8% | +643.9% | +547.5% |
| 5Y | +504.0% | -7.4% | +511.4% | +475.4% |
| 10Y | +2,108.4% | +248.8% | +1,859.6% | +1,195.0% |
| All | +10,374.7% | +4,817.6% | +5,557.1% | +2,200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling