+1,019.5%
STX vs EXC
+47.1%
+972.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +1.4% | -3.7% | +5.1% | +1.6% |
| 3M | -8.2% | -1.3% | -6.9% | -8.6% |
| 6M | +127.0% | -9.7% | +136.7% | +128.6% |
| YTD | +209.1% | +2.9% | +206.3% | +204.8% |
| 1Y | +365.4% | +4.4% | +361.0% | +356.4% |
| 3Y | +1,135.4% | +22.2% | +1,113.2% | +1,051.7% |
| All | +1,019.5% | +47.1% | +972.5% | +894.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling