+1,019.5%
STX vs IP
-17.2%
+1,036.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.8% |
| 7D | +2.4% | -5.3% | +7.6% | +3.7% |
| 30D | +1.4% | -10.9% | +12.2% | +4.1% |
| 3M | -8.2% | +11.2% | -19.4% | -12.3% |
| 6M | +127.0% | -10.2% | +137.3% | +129.5% |
| YTD | +209.1% | -2.0% | +211.1% | +202.2% |
| 1Y | +365.4% | -19.1% | +384.5% | +381.0% |
| 3Y | +1,135.4% | +20.9% | +1,114.5% | +906.1% |
| All | +1,019.5% | -17.2% | +1,036.7% | +984.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling