+16,011.1%
STX vs GAP
+154.7%
+15,856.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.2% |
| 7D | +2.4% | -4.5% | +6.8% | +3.6% |
| 30D | +1.4% | +9.0% | -7.7% | -1.6% |
| 3M | -8.2% | +5.0% | -13.2% | -10.7% |
| 6M | +127.0% | -17.8% | +144.8% | +133.9% |
| YTD | +209.1% | -10.4% | +219.5% | +210.0% |
| 1Y | +365.4% | -3.4% | +368.8% | +355.0% |
| 3Y | +1,135.4% | +111.5% | +1,023.9% | +779.2% |
| 5Y | +991.5% | +8.8% | +982.7% | +781.6% |
| 10Y | +3,695.8% | +32.9% | +3,662.9% | +2,187.0% |
| All | +16,011.1% | +154.7% | +15,856.4% | +5,692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling