+3,621.5%
STX vs IT
+88.4%
+3,533.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.7% |
| 7D | +9.6% | -9.1% | +18.7% | +11.4% |
| 30D | +10.6% | -12.2% | +22.8% | +12.7% |
| 3M | +4.8% | +7.8% | -3.0% | -0.3% |
| 6M | +137.3% | +2.0% | +135.3% | +126.1% |
| YTD | +222.5% | -32.7% | +255.2% | +248.1% |
| 1Y | +366.2% | -31.1% | +397.3% | +393.6% |
| 3Y | +1,352.9% | -52.1% | +1,405.0% | +1,622.7% |
| 5Y | +1,077.4% | -46.3% | +1,123.7% | +1,206.8% |
| 10Y | +3,621.5% | +91.4% | +3,530.1% | +2,391.4% |
| All | +3,621.5% | +88.4% | +3,533.1% | +2,391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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