+1,144.9%
STX vs GAP
+9.4%
+1,135.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +10.7% | +1.7% | +9.0% | +10.3% |
| 30D | +11.3% | +9.3% | +1.9% | +8.7% |
| 3M | +3.2% | +6.1% | -2.9% | +0.9% |
| 6M | +157.0% | -2.3% | +159.3% | +154.2% |
| YTD | +229.2% | -10.6% | +239.8% | +231.0% |
| 1Y | +381.8% | -4.4% | +386.3% | +375.4% |
| 3Y | +1,383.2% | +118.3% | +1,264.9% | +1,012.6% |
| 5Y | +1,144.9% | +12.2% | +1,132.7% | +885.6% |
| All | +1,144.9% | +9.4% | +1,135.5% | +885.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling