+443.6%
STX vs IT
-43.2%
+486.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.0% |
| 7D | -28.5% | -16.9% | -11.6% | -27.9% |
| 30D | -42.9% | +2.3% | -45.2% | -43.2% |
| 3M | -45.9% | +2.9% | -48.8% | -46.4% |
| 6M | -41.3% | +25.9% | -67.1% | -43.8% |
| YTD | +67.9% | -24.6% | +92.6% | +83.8% |
| 1Y | +66.5% | -16.0% | +82.6% | +74.4% |
| 3Y | +588.0% | -51.6% | +639.5% | +780.7% |
| All | +443.6% | -43.2% | +486.8% | +514.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling