+3,635.3%
STX vs FIVE
+478.4%
+3,156.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.2% | +5.0% |
| 7D | +2.4% | +4.3% | -1.9% | +1.3% |
| 30D | +1.4% | +12.5% | -11.1% | -2.0% |
| 3M | -8.2% | +31.2% | -39.5% | -15.1% |
| 6M | +127.0% | +14.4% | +112.7% | +116.1% |
| YTD | +209.1% | +33.9% | +175.3% | +182.2% |
| 1Y | +365.4% | +65.1% | +300.4% | +301.1% |
| 3Y | +1,135.4% | +49.0% | +1,086.4% | +923.2% |
| 5Y | +991.5% | +30.3% | +961.2% | +801.5% |
| All | +3,635.3% | +478.4% | +3,156.8% | +2,238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling