+1,092.8%
STX vs GNRC
-60.2%
+1,153.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.8% |
| 7D | +8.0% | -0.7% | +8.7% | +8.3% |
| 30D | +5.1% | -15.8% | +20.9% | +11.1% |
| 3M | +5.8% | -24.0% | +29.8% | +16.1% |
| 6M | +124.9% | -13.8% | +138.7% | +138.6% |
| YTD | +213.9% | +33.2% | +180.7% | +195.4% |
| 1Y | +350.4% | -1.8% | +352.2% | +354.4% |
| 3Y | +1,314.2% | +57.7% | +1,256.5% | +1,121.1% |
| 5Y | +1,092.8% | -59.7% | +1,152.5% | +1,231.6% |
| All | +1,092.8% | -60.2% | +1,153.0% | +1,231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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