+673.8%
STX vs GLW
+341.0%
+332.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -0.7% |
| 7D | +14.6% | +7.7% | +6.9% | +10.2% |
| 30D | -26.0% | -18.8% | -7.1% | -16.2% |
| 3M | -42.6% | -27.7% | -14.9% | -32.0% |
| 6M | -35.3% | -44.4% | +9.2% | -14.5% |
| YTD | +92.5% | +31.3% | +61.2% | +44.1% |
| 1Y | +102.4% | +40.0% | +62.3% | +45.3% |
| 3Y | +673.8% | +339.2% | +334.6% | +219.3% |
| All | +673.8% | +341.0% | +332.8% | +219.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling