+2,071.0%
STX vs FIVE
+596.6%
+1,474.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.6% | +4.2% | +8.3% |
| 7D | -14.8% | +6.2% | -20.9% | -16.0% |
| 30D | -35.4% | +18.2% | -53.5% | -38.1% |
| 3M | -37.7% | +3.8% | -41.5% | -38.5% |
| 6M | -35.2% | +13.7% | -49.0% | -38.2% |
| YTD | +84.4% | +34.7% | +49.7% | +68.0% |
| 1Y | +82.3% | +66.6% | +15.6% | +57.0% |
| 3Y | +646.2% | +44.3% | +601.9% | +523.9% |
| 5Y | +487.4% | +18.8% | +468.7% | +396.1% |
| 10Y | +2,071.0% | +569.2% | +1,501.8% | +1,267.2% |
| All | +2,071.0% | +596.6% | +1,474.5% | +1,267.2% |
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