+588.0%
STX vs GLW
+304.0%
+283.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.6% |
| 7D | -28.5% | -13.9% | -14.5% | -21.8% |
| 30D | -42.9% | -35.0% | -7.9% | -27.5% |
| 3M | -45.9% | -32.4% | -13.6% | -34.0% |
| 6M | -41.3% | -41.3% | +0.1% | -24.9% |
| YTD | +67.9% | +21.8% | +46.1% | +30.9% |
| 1Y | +66.5% | +21.8% | +44.7% | +30.0% |
| 3Y | +588.0% | +307.7% | +280.3% | +200.6% |
| All | +588.0% | +304.0% | +283.9% | +200.6% |
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