+1,907.8%
STX vs GS
+464.6%
+1,443.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -17.3% | +1.6% | -18.8% | -17.7% |
| 30D | -35.9% | +1.7% | -37.6% | -36.1% |
| 3M | -37.3% | -11.6% | -25.7% | -32.5% |
| 6M | -35.8% | -1.9% | -33.9% | -34.4% |
| YTD | +82.7% | +5.1% | +77.7% | +79.4% |
| 1Y | +71.6% | +16.4% | +55.2% | +59.6% |
| 3Y | +635.3% | +199.0% | +436.3% | +304.4% |
| 5Y | +483.8% | +157.4% | +326.3% | +242.6% |
| All | +1,907.8% | +464.6% | +1,443.2% | +741.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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