+1,019.5%
STX vs IAU
+141.6%
+877.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.2% | +6.7% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +1.4% | +4.4% | -3.0% | -0.8% |
| 3M | -8.2% | -1.1% | -7.2% | -8.2% |
| 6M | +127.0% | -13.7% | +140.7% | +138.2% |
| YTD | +209.1% | +2.7% | +206.4% | +211.7% |
| 1Y | +365.4% | +24.6% | +340.8% | +348.4% |
| 3Y | +1,135.4% | +126.8% | +1,008.5% | +944.7% |
| All | +1,019.5% | +141.6% | +877.9% | +757.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling