+102.4%
STX vs FIVE
+62.4%
+39.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +14.6% | +2.7% | +11.9% | +14.0% |
| 30D | -26.0% | +12.7% | -38.6% | -27.2% |
| 3M | -42.6% | +2.1% | -44.7% | -42.7% |
| 6M | -35.3% | +17.5% | -52.7% | -37.0% |
| YTD | +92.5% | +31.0% | +61.5% | +73.2% |
| 1Y | +102.4% | +67.7% | +34.7% | +53.4% |
| All | +102.4% | +62.4% | +39.9% | +53.4% |
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