+5,656.0%
STX vs IAU
+793.8%
+4,862.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -28.5% | +4.7% | -33.2% | -29.2% |
| 30D | -42.9% | -0.9% | -42.0% | -42.8% |
| 3M | -45.9% | -4.4% | -41.5% | -45.6% |
| 6M | -41.3% | -13.5% | -27.8% | -39.8% |
| YTD | +67.9% | -5.9% | +73.8% | +70.8% |
| 1Y | +66.5% | +1.9% | +64.6% | +67.4% |
| 3Y | +588.0% | +104.1% | +483.9% | +526.6% |
| 5Y | +449.1% | +121.0% | +328.1% | +392.4% |
| 10Y | +1,982.8% | +204.1% | +1,778.8% | +1,688.9% |
| All | +5,656.0% | +793.8% | +4,862.3% | +3,607.0% |
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