+1,883.6%
STX vs IP
+26.3%
+1,857.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -28.5% | -5.1% | -23.4% | -27.1% |
| 30D | -42.9% | +8.5% | -51.4% | -44.6% |
| 3M | -45.9% | -13.8% | -32.1% | -43.3% |
| 6M | -41.3% | +5.7% | -47.0% | -44.0% |
| YTD | +67.9% | -9.1% | +77.1% | +66.7% |
| 1Y | +66.5% | -0.8% | +67.3% | +59.0% |
| 3Y | +588.0% | +14.8% | +573.2% | +466.5% |
| 5Y | +449.1% | -11.5% | +460.6% | +408.0% |
| All | +1,883.6% | +26.3% | +1,857.4% | +1,467.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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