+9,509.3%
STX vs IBM
+517.4%
+8,991.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.5% |
| 7D | -14.8% | -2.5% | -12.2% | -13.3% |
| 30D | -35.4% | +8.4% | -43.7% | -38.1% |
| 3M | -37.7% | +4.5% | -42.1% | -39.8% |
| 6M | -35.2% | +7.9% | -43.1% | -44.2% |
| YTD | +84.4% | -15.2% | +99.6% | +80.8% |
| 1Y | +82.3% | -17.6% | +99.8% | +82.2% |
| 3Y | +646.2% | +82.1% | +564.2% | +297.4% |
| 5Y | +487.4% | +143.3% | +344.1% | +147.2% |
| 10Y | +2,071.0% | +149.9% | +1,921.1% | +723.1% |
| All | +9,509.3% | +517.4% | +8,991.9% | +1,476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling