+10,476.1%
STX vs IP
+153.0%
+10,323.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.8% |
| 7D | -20.2% | +3.4% | -23.6% | -21.6% |
| 30D | -37.2% | +11.2% | -48.4% | -40.4% |
| 3M | -34.1% | -14.8% | -19.3% | -29.9% |
| 6M | -24.5% | +17.3% | -41.7% | -32.0% |
| YTD | +102.9% | -6.2% | +109.1% | +97.4% |
| 1Y | +123.8% | +2.3% | +121.5% | +108.2% |
| 3Y | +718.1% | +17.7% | +700.5% | +561.3% |
| 5Y | +573.6% | -8.4% | +582.0% | +510.2% |
| 10Y | +2,416.9% | +32.1% | +2,384.8% | +1,671.6% |
| All | +10,476.1% | +153.0% | +10,323.0% | +4,433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling