+10,495.8%
STX vs IAU
+875.8%
+9,620.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.2% | +6.5% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | +1.4% | +4.4% | -3.0% | +0.4% |
| 3M | -8.2% | -1.1% | -7.2% | -8.1% |
| 6M | +127.0% | -13.7% | +140.7% | +132.8% |
| YTD | +209.1% | +2.7% | +206.4% | +209.3% |
| 1Y | +365.4% | +24.6% | +340.8% | +352.7% |
| 3Y | +1,135.4% | +126.8% | +1,008.5% | +1,004.3% |
| 5Y | +991.5% | +139.5% | +852.0% | +863.8% |
| 10Y | +3,695.8% | +226.3% | +3,469.6% | +3,114.3% |
| All | +10,495.8% | +875.8% | +9,620.1% | +6,613.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling