+3,476.8%
STX vs ITW
+191.6%
+3,285.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | +8.0% | -2.4% | +10.4% | +9.5% |
| 30D | +5.1% | -9.5% | +14.6% | +11.6% |
| 3M | +5.8% | +6.6% | -0.9% | -0.1% |
| 6M | +124.9% | -1.8% | +126.7% | +123.6% |
| YTD | +213.9% | +9.0% | +204.9% | +191.1% |
| 1Y | +350.4% | +3.6% | +346.8% | +328.9% |
| 3Y | +1,314.2% | +19.4% | +1,294.8% | +1,117.3% |
| 5Y | +1,092.8% | +36.4% | +1,056.4% | +836.0% |
| All | +3,476.8% | +191.6% | +3,285.2% | +1,507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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