+9,423.5%
STX vs IT
+1,821.9%
+7,601.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -17.3% | -7.5% | -9.8% | -14.9% |
| 30D | -35.9% | -1.2% | -34.8% | -36.4% |
| 3M | -37.3% | -2.2% | -35.1% | -38.7% |
| 6M | -35.8% | +19.1% | -54.9% | -44.7% |
| YTD | +82.7% | -25.1% | +107.9% | +83.4% |
| 1Y | +71.6% | -17.4% | +89.0% | +64.4% |
| 3Y | +635.3% | -54.1% | +689.4% | +776.9% |
| 5Y | +483.8% | -42.7% | +526.4% | +514.3% |
| 10Y | +1,967.8% | +88.1% | +1,879.6% | +1,065.9% |
| All | +9,423.5% | +1,821.9% | +7,601.6% | +1,644.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling