+443.6%
STX vs IBM
+139.3%
+304.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -28.5% | -5.0% | -23.5% | -27.7% |
| 30D | -42.9% | +11.1% | -54.0% | -43.9% |
| 3M | -45.9% | +5.7% | -51.6% | -46.6% |
| 6M | -41.3% | +10.1% | -51.4% | -45.5% |
| YTD | +67.9% | -15.6% | +83.5% | +70.5% |
| 1Y | +66.5% | -19.5% | +86.1% | +72.7% |
| 3Y | +588.0% | +80.4% | +507.6% | +355.5% |
| All | +443.6% | +139.3% | +304.4% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling