+1,755.2%
STX vs IR
+332.9%
+1,422.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.4% |
| 7D | -1.0% | +1.1% | -2.0% | -1.1% |
| 30D | -26.8% | +7.6% | -34.3% | -28.8% |
| 3M | -32.7% | +0.1% | -32.8% | -32.8% |
| 6M | -33.7% | +14.0% | -47.7% | -37.9% |
| YTD | +101.0% | +7.5% | +93.5% | +91.8% |
| 1Y | +92.7% | +10.1% | +82.6% | +81.9% |
| 3Y | +708.7% | +24.9% | +683.9% | +620.8% |
| 5Y | +504.0% | +46.9% | +457.1% | +397.6% |
| All | +1,755.2% | +332.9% | +1,422.3% | +1,065.4% |
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