+3,054.1%
STX vs FIVE
+826.1%
+2,227.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.3% | -12.0% | -15.3% |
| 7D | -33.4% | -1.7% | -31.7% | -33.1% |
| 30D | -42.1% | +14.9% | -57.0% | -44.0% |
| 3M | -44.3% | +7.6% | -51.9% | -45.5% |
| 6M | -39.4% | +6.4% | -45.8% | -41.0% |
| YTD | +70.0% | +28.1% | +41.9% | +58.0% |
| 1Y | +70.2% | +54.7% | +15.5% | +51.2% |
| 3Y | +585.2% | +36.1% | +549.1% | +490.7% |
| 5Y | +455.7% | +14.9% | +440.8% | +381.9% |
| 10Y | +2,007.9% | +578.8% | +1,429.0% | +1,164.4% |
| All | +3,054.1% | +826.1% | +2,227.9% | +1,659.0% |
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