+673.8%
STX vs IBM
+81.8%
+592.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.2% |
| 7D | +14.6% | +1.6% | +13.0% | +14.4% |
| 30D | -26.0% | +9.2% | -35.2% | -26.4% |
| 3M | -42.6% | +4.9% | -47.5% | -42.8% |
| 6M | -35.3% | +16.8% | -52.0% | -39.1% |
| YTD | +92.5% | -14.3% | +106.7% | +96.1% |
| 1Y | +102.4% | -16.7% | +119.1% | +108.2% |
| 3Y | +673.8% | +82.2% | +591.6% | +441.3% |
| All | +673.8% | +81.8% | +592.0% | +441.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling