+2,071.0%
STX vs EXC
+176.1%
+1,894.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.8% |
| 7D | -14.8% | -1.7% | -13.0% | -14.4% |
| 30D | -35.4% | +9.3% | -44.7% | -37.2% |
| 3M | -37.7% | +1.0% | -38.7% | -38.1% |
| 6M | -35.2% | +5.9% | -41.2% | -37.2% |
| YTD | +84.4% | +7.6% | +76.8% | +76.8% |
| 1Y | +82.3% | +2.4% | +79.8% | +77.7% |
| 3Y | +646.2% | +30.2% | +616.0% | +548.0% |
| 5Y | +487.4% | +41.4% | +446.1% | +382.4% |
| 10Y | +2,071.0% | +183.8% | +1,887.3% | +1,289.0% |
| All | +2,071.0% | +176.1% | +1,894.9% | +1,289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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