+1,125.4%
STX vs GM
+79.5%
+1,046.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.1% |
| 7D | +9.6% | -1.1% | +10.7% | +9.9% |
| 30D | +10.6% | -4.6% | +15.2% | +12.4% |
| 3M | +4.8% | +0.2% | +4.6% | +3.9% |
| 6M | +137.3% | +12.6% | +124.6% | +123.9% |
| YTD | +222.5% | +3.7% | +218.8% | +213.1% |
| 1Y | +366.2% | +45.6% | +320.6% | +292.7% |
| 3Y | +1,352.9% | +162.0% | +1,190.9% | +809.9% |
| All | +1,125.4% | +79.5% | +1,046.0% | +745.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling