+1,601.9%
STX vs IR
+342.0%
+1,259.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.7% | +5.1% | +7.8% |
| 7D | -14.8% | +5.0% | -19.8% | -16.2% |
| 30D | -35.4% | +10.3% | -45.7% | -37.8% |
| 3M | -37.7% | -0.1% | -37.6% | -37.7% |
| 6M | -35.2% | +14.8% | -50.0% | -39.5% |
| YTD | +84.4% | +9.7% | +74.6% | +74.5% |
| 1Y | +82.3% | +12.2% | +70.0% | +70.8% |
| 3Y | +646.2% | +30.0% | +616.2% | +554.5% |
| 5Y | +487.4% | +46.8% | +440.6% | +383.2% |
| All | +1,601.9% | +342.0% | +1,259.9% | +960.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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