+16,011.1%
STX vs GLW
+6,183.1%
+9,828.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.7% | +3.5% |
| 7D | +2.4% | +3.8% | -1.4% | +0.5% |
| 30D | +1.4% | -1.3% | +2.7% | +2.0% |
| 3M | -8.2% | -21.8% | +13.6% | +2.1% |
| 6M | +127.0% | +6.9% | +120.1% | +111.1% |
| YTD | +209.1% | +77.2% | +132.0% | +119.4% |
| 1Y | +365.4% | +123.2% | +242.2% | +196.5% |
| 3Y | +1,135.4% | +400.0% | +735.4% | +423.9% |
| 5Y | +991.5% | +342.8% | +648.7% | +390.8% |
| 10Y | +3,695.8% | +771.4% | +2,924.4% | +1,085.8% |
| All | +16,011.1% | +6,183.1% | +9,828.0% | +2,848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling