+2,038.9%
STX vs FIVE
+505.3%
+1,533.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +16.8% | +2.4% | +14.4% | +16.2% |
| 30D | -27.0% | +15.8% | -42.9% | -29.7% |
| 3M | -37.9% | +3.8% | -41.7% | -38.7% |
| 6M | -32.5% | +18.5% | -51.0% | -36.2% |
| YTD | +98.6% | +31.2% | +67.4% | +82.2% |
| 1Y | +93.6% | +61.8% | +31.8% | +68.1% |
| 3Y | +699.1% | +39.9% | +659.2% | +573.7% |
| 5Y | +481.0% | +18.3% | +462.7% | +391.7% |
| All | +2,038.9% | +505.3% | +1,533.6% | +1,298.7% |
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 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