+2,108.4%
STX vs IBM
+145.6%
+1,962.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.5% | +8.5% | +9.4% |
| 7D | -1.0% | -1.7% | +0.8% | -0.1% |
| 30D | -26.8% | +10.1% | -36.8% | -29.1% |
| 3M | -32.7% | +4.8% | -37.5% | -34.1% |
| 6M | -33.7% | +12.6% | -46.4% | -41.1% |
| YTD | +101.0% | -13.9% | +114.9% | +100.0% |
| 1Y | +92.7% | -18.7% | +111.4% | +97.7% |
| 3Y | +708.7% | +81.9% | +626.8% | +404.8% |
| 5Y | +504.0% | +148.3% | +355.7% | +209.4% |
| 10Y | +2,108.4% | +143.6% | +1,964.7% | +973.0% |
| All | +2,108.4% | +145.6% | +1,962.7% | +973.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling