+487.4%
STX vs GAP
+10.4%
+477.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.3% | +9.1% |
| 7D | -14.8% | 0.0% | -14.8% | -14.7% |
| 30D | -35.4% | -4.3% | -31.1% | -34.8% |
| 3M | -37.7% | +9.4% | -47.1% | -39.2% |
| 6M | -35.2% | -3.3% | -31.9% | -35.8% |
| YTD | +84.4% | -10.5% | +94.9% | +85.2% |
| 1Y | +82.3% | -2.4% | +84.6% | +79.2% |
| 3Y | +646.2% | +80.1% | +566.1% | +493.0% |
| 5Y | +487.4% | +6.5% | +481.0% | +353.6% |
| All | +487.4% | +10.4% | +477.0% | +353.6% |
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