+9,423.5%
STX vs GAP
+151.3%
+9,272.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -17.3% | -0.1% | -17.2% | -17.3% |
| 30D | -35.9% | -5.4% | -30.5% | -35.0% |
| 3M | -37.3% | +2.9% | -40.2% | -38.3% |
| 6M | -35.8% | -4.4% | -31.4% | -36.5% |
| YTD | +82.7% | -11.6% | +94.3% | +83.5% |
| 1Y | +71.6% | -6.0% | +77.7% | +69.1% |
| 3Y | +635.3% | +78.0% | +557.3% | +453.6% |
| 5Y | +483.8% | +8.5% | +475.3% | +372.6% |
| 10Y | +1,967.8% | +8.6% | +1,959.1% | +1,260.7% |
| All | +9,423.5% | +151.3% | +9,272.2% | +3,328.6% |
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 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