+1,337.5%
STX vs ITW
+18.9%
+1,318.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | +8.0% | -2.4% | +10.4% | +9.0% |
| 30D | +5.1% | -9.5% | +14.6% | +9.6% |
| 3M | +5.8% | +6.6% | -0.9% | -0.1% |
| 6M | +124.9% | -1.8% | +126.7% | +122.3% |
| YTD | +213.9% | +9.0% | +204.9% | +191.4% |
| 1Y | +350.4% | +3.6% | +346.8% | +330.1% |
| All | +1,337.5% | +18.9% | +1,318.6% | +1,166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling