+8,652.1%
STX vs EW
+4,647.0%
+4,005.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.6% |
| 7D | -28.5% | +11.0% | -39.5% | -31.0% |
| 30D | -42.9% | +19.1% | -62.0% | -46.1% |
| 3M | -45.9% | +14.4% | -60.3% | -48.5% |
| 6M | -41.3% | +22.8% | -64.1% | -45.7% |
| YTD | +67.9% | +19.8% | +48.1% | +56.3% |
| 1Y | +66.5% | +23.9% | +42.6% | +53.4% |
| 3Y | +588.0% | +52.2% | +535.7% | +464.9% |
| 5Y | +449.1% | -13.9% | +463.0% | +434.6% |
| 10Y | +1,982.8% | +241.9% | +1,741.0% | +1,127.5% |
| All | +8,652.1% | +4,647.0% | +4,005.1% | +1,841.5% |
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