+381.8%
STX vs IBM
-4.2%
+386.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.4% |
| 7D | +10.7% | +0.3% | +10.4% | +10.8% |
| 30D | +11.3% | -1.5% | +12.8% | +11.3% |
| 3M | +3.2% | -16.8% | +20.0% | +4.8% |
| 6M | +157.0% | -9.0% | +166.0% | +156.6% |
| YTD | +229.2% | -20.1% | +249.3% | +240.4% |
| 1Y | +381.8% | -7.0% | +388.9% | +390.8% |
| All | +381.8% | -4.2% | +386.1% | +390.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IBM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling