+376.3%
STX vs GLXY
-38.3%
+414.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.2% | +3.6% | +8.1% |
| 7D | -14.8% | -0.5% | -14.2% | -14.7% |
| 30D | -35.4% | -28.6% | -6.7% | -29.8% |
| 3M | -37.7% | -28.1% | -9.6% | -32.7% |
| 6M | -35.2% | -52.0% | +16.8% | -24.9% |
| YTD | +84.4% | -35.1% | +119.5% | +97.9% |
| 1Y | +82.3% | -54.0% | +136.3% | +104.0% |
| All | +376.3% | -38.3% | +414.6% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling