+365.4%
STX vs GLW
+123.7%
+241.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.7% | +3.3% |
| 7D | +2.4% | +3.8% | -1.4% | +0.4% |
| 30D | +1.4% | -1.3% | +2.7% | +2.1% |
| 3M | -8.2% | -21.8% | +13.6% | +2.4% |
| 6M | +127.0% | +6.9% | +120.1% | +109.8% |
| YTD | +209.1% | +77.2% | +132.0% | +90.2% |
| 1Y | +365.4% | +123.2% | +242.2% | +157.5% |
| All | +365.4% | +123.7% | +241.8% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling