+7,096.3%
STX vs GM
+231.7%
+6,864.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.3% |
| 3M | -42.6% | -0.2% | -42.4% | -43.1% |
| 6M | -35.3% | +13.9% | -49.2% | -39.5% |
| YTD | +92.5% | +6.5% | +86.0% | +83.6% |
| 1Y | +102.4% | +20.7% | +81.7% | +83.6% |
| 3Y | +673.8% | +229.5% | +444.4% | +346.6% |
| 5Y | +463.1% | +41.5% | +421.5% | +344.8% |
| 10Y | +2,014.6% | +204.8% | +1,809.8% | +975.2% |
| All | +7,096.3% | +231.7% | +6,864.6% | +2,885.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling