+3,676.0%
STX vs IBM
+129.3%
+3,546.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.9% |
| 7D | +10.7% | +0.3% | +10.4% | +10.6% |
| 30D | +11.3% | -1.5% | +12.8% | +11.6% |
| 3M | +3.2% | -16.8% | +20.0% | +6.5% |
| 6M | +157.0% | -9.0% | +166.0% | +149.4% |
| YTD | +229.2% | -20.1% | +249.3% | +237.0% |
| 1Y | +381.8% | -7.0% | +388.9% | +352.2% |
| 3Y | +1,383.2% | +72.4% | +1,310.8% | +835.7% |
| 5Y | +1,144.9% | +112.0% | +1,032.9% | +582.3% |
| 10Y | +3,676.0% | +131.6% | +3,544.5% | +1,716.6% |
| All | +3,676.0% | +129.3% | +3,546.7% | +1,716.6% |
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