+1,125.4%
STX vs ITW
+34.5%
+1,090.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.0% |
| 7D | +9.6% | -1.9% | +11.5% | +10.8% |
| 30D | +10.6% | -10.4% | +21.0% | +18.1% |
| 3M | +4.8% | +3.5% | +1.3% | +0.4% |
| 6M | +137.3% | -3.4% | +140.6% | +137.6% |
| YTD | +222.5% | +8.5% | +214.0% | +196.8% |
| 1Y | +366.2% | +3.2% | +363.0% | +341.8% |
| 3Y | +1,352.9% | +18.9% | +1,334.0% | +1,118.1% |
| All | +1,125.4% | +34.5% | +1,090.9% | +769.6% |
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 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