+9,509.3%
STX vs EXEL
+813.9%
+8,695.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.2% |
| 7D | -14.8% | +2.3% | -17.1% | -15.0% |
| 30D | -35.4% | +19.8% | -55.2% | -37.6% |
| 3M | -37.7% | +32.7% | -70.4% | -41.1% |
| 6M | -35.2% | +49.0% | -84.2% | -40.6% |
| YTD | +84.4% | +63.7% | +20.7% | +65.9% |
| 1Y | +82.3% | +75.8% | +6.5% | +61.5% |
| 3Y | +646.2% | +241.3% | +404.9% | +464.3% |
| 5Y | +487.4% | +289.0% | +198.4% | +326.7% |
| 10Y | +2,071.0% | +377.6% | +1,693.4% | +1,268.0% |
| All | +9,509.3% | +813.9% | +8,695.4% | +2,601.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 all: compounded portfolio wealth divided by compounded EXEL 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…
all analysis · Full analysis span regression · 6 months rolling