+1,144.9%
STX vs EXE
+106.6%
+1,038.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.4% |
| 7D | +10.7% | -1.8% | +12.5% | +11.1% |
| 30D | +11.3% | +6.4% | +4.9% | +9.8% |
| 3M | +3.2% | +9.2% | -6.0% | +1.2% |
| 6M | +157.0% | -7.0% | +164.0% | +159.4% |
| YTD | +229.2% | -9.5% | +238.7% | +233.0% |
| 1Y | +381.8% | +6.2% | +375.6% | +367.6% |
| 3Y | +1,383.2% | +20.7% | +1,362.4% | +1,279.2% |
| 5Y | +1,144.9% | +103.6% | +1,041.2% | +909.4% |
| All | +1,144.9% | +106.6% | +1,038.3% | +909.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling