+1,967.8%
STX vs FIVE
+562.8%
+1,405.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | +7.3% | -24.6% | -18.7% |
| 30D | -35.9% | +18.1% | -54.0% | -38.6% |
| 3M | -37.3% | +7.7% | -45.0% | -38.7% |
| 6M | -35.8% | +13.6% | -49.4% | -38.7% |
| YTD | +82.7% | +34.6% | +48.2% | +66.5% |
| 1Y | +71.6% | +66.2% | +5.4% | +48.0% |
| 3Y | +635.3% | +43.5% | +591.8% | +515.9% |
| 5Y | +483.8% | +20.7% | +463.1% | +391.4% |
| 10Y | +1,967.8% | +541.5% | +1,426.3% | +1,230.3% |
| All | +1,967.8% | +562.8% | +1,405.0% | +1,230.3% |
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