+123.8%
STX vs FIVE
+63.3%
+60.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.7% | -14.8% | -9.1% |
| 7D | -20.2% | +7.5% | -27.7% | -21.1% |
| 30D | -37.2% | +16.7% | -53.9% | -38.7% |
| 3M | -34.1% | +13.4% | -47.4% | -35.7% |
| 6M | -24.5% | +9.0% | -33.5% | -24.4% |
| YTD | +102.9% | +33.8% | +69.1% | +80.5% |
| 1Y | +123.8% | +61.2% | +62.6% | +79.7% |
| All | +123.8% | +63.3% | +60.5% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling