+1,972.8%
STX vs GM
+205.9%
+1,767.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +14.6% | -0.2% | +14.8% | +14.8% |
| 30D | -26.0% | +3.6% | -29.5% | -27.2% |
| 3M | -42.6% | -0.2% | -42.4% | -43.1% |
| 6M | -35.3% | +13.9% | -49.2% | -39.1% |
| YTD | +92.5% | +6.5% | +86.0% | +84.3% |
| 1Y | +102.4% | +20.7% | +81.7% | +85.0% |
| 3Y | +673.8% | +229.5% | +444.4% | +366.6% |
| 5Y | +463.1% | +41.5% | +421.5% | +349.6% |
| All | +1,972.8% | +205.9% | +1,767.0% | +1,171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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