+476.2%
STX vs ITW
+35.5%
+440.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +2.3% | +12.3% | +13.2% |
| 30D | -26.0% | +6.7% | -32.7% | -28.7% |
| 3M | -42.6% | -0.5% | -42.1% | -42.6% |
| 6M | -35.3% | +16.4% | -51.7% | -42.6% |
| YTD | +92.5% | +19.0% | +73.5% | +67.3% |
| 1Y | +102.4% | +20.2% | +82.2% | +74.0% |
| 3Y | +673.8% | +33.1% | +640.7% | +503.2% |
| All | +476.2% | +35.5% | +440.7% | +305.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling