+5,637.1%
STX vs FIVE
+868.1%
+4,769.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.2% | +5.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.4% |
| 30D | +1.4% | +12.5% | -11.1% | -1.7% |
| 3M | -8.2% | +31.2% | -39.5% | -14.5% |
| 6M | +127.0% | +14.4% | +112.7% | +117.1% |
| YTD | +209.1% | +33.9% | +175.3% | +184.8% |
| 1Y | +365.4% | +65.1% | +300.4% | +307.3% |
| 3Y | +1,135.4% | +49.0% | +1,086.4% | +943.3% |
| 5Y | +991.5% | +30.3% | +961.2% | +821.5% |
| 10Y | +3,695.8% | +481.1% | +3,214.7% | +2,224.3% |
| All | +5,637.1% | +868.1% | +4,769.0% | +3,070.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling