+1,144.9%
STX vs IT
-44.6%
+1,189.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.4% | +13.9% | +7.1% |
| 7D | +10.7% | -9.1% | +19.9% | +11.4% |
| 30D | +11.3% | -7.0% | +18.3% | +11.5% |
| 3M | +3.2% | +7.6% | -4.4% | +1.6% |
| 6M | +157.0% | +2.1% | +154.8% | +153.6% |
| YTD | +229.2% | -31.6% | +260.8% | +263.9% |
| 1Y | +381.8% | -29.9% | +411.8% | +422.2% |
| 3Y | +1,383.2% | -51.3% | +1,434.4% | +1,715.4% |
| 5Y | +1,144.9% | -44.8% | +1,189.7% | +1,247.8% |
| All | +1,144.9% | -44.6% | +1,189.5% | +1,247.8% |
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