+1,972.8%
STX vs IAU
+210.9%
+1,761.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | -4.6% | +19.2% | +16.3% |
| 30D | -26.0% | -5.4% | -20.5% | -24.7% |
| 3M | -42.6% | -10.9% | -31.7% | -40.7% |
| 6M | -35.3% | -17.4% | -17.9% | -31.7% |
| YTD | +92.5% | -10.2% | +102.7% | +101.6% |
| 1Y | +102.4% | -7.1% | +109.4% | +110.5% |
| 3Y | +673.8% | +97.7% | +576.1% | +605.9% |
| 5Y | +463.1% | +105.3% | +357.8% | +401.6% |
| All | +1,972.8% | +210.9% | +1,761.9% | +1,805.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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