+806.8%
STX vs EXE
+163.0%
+643.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +16.8% | +3.6% | +13.3% | +16.1% |
| 30D | -27.0% | -4.3% | -22.7% | -26.4% |
| 3M | -37.9% | -7.7% | -30.2% | -37.0% |
| 6M | -32.5% | -7.2% | -25.3% | -31.9% |
| YTD | +98.6% | -18.5% | +117.1% | +104.8% |
| 1Y | +93.6% | -24.4% | +117.9% | +102.8% |
| 3Y | +699.1% | +21.6% | +677.5% | +636.4% |
| 5Y | +481.0% | +77.3% | +403.7% | +384.8% |
| All | +806.8% | +163.0% | +643.8% | +552.0% |
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