+1,883.6%
STX vs EXC
+175.8%
+1,707.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -28.5% | -1.2% | -27.3% | -28.3% |
| 30D | -42.9% | +10.0% | -52.9% | -44.6% |
| 3M | -45.9% | +1.6% | -47.5% | -46.4% |
| 6M | -41.3% | +3.3% | -44.6% | -42.6% |
| YTD | +67.9% | +7.6% | +60.4% | +61.1% |
| 1Y | +66.5% | +3.5% | +63.1% | +61.8% |
| 3Y | +588.0% | +27.7% | +560.3% | +503.0% |
| 5Y | +449.1% | +41.1% | +407.9% | +351.8% |
| All | +1,883.6% | +175.8% | +1,707.9% | +1,179.2% |
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