+1,372.5%
STX vs EXE
+187.5%
+1,185.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +9.6% | -2.7% | +12.3% | +10.1% |
| 30D | +10.6% | -0.4% | +11.0% | +10.6% |
| 3M | +4.8% | +9.5% | -4.7% | +2.6% |
| 6M | +137.3% | -9.3% | +146.6% | +140.7% |
| YTD | +222.5% | -10.9% | +233.4% | +227.2% |
| 1Y | +366.2% | +4.3% | +361.9% | +353.9% |
| 3Y | +1,352.9% | +18.8% | +1,334.1% | +1,254.0% |
| 5Y | +1,077.4% | +101.4% | +976.0% | +853.9% |
| All | +1,372.5% | +187.5% | +1,185.0% | +942.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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