+9,929.9%
STX vs ITW
+1,394.5%
+8,535.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | +14.6% | +2.3% | +12.3% | +12.9% |
| 30D | -26.0% | +6.7% | -32.7% | -29.3% |
| 3M | -42.6% | -0.5% | -42.1% | -42.7% |
| 6M | -35.3% | +16.4% | -51.7% | -43.1% |
| YTD | +92.5% | +19.0% | +73.5% | +66.2% |
| 1Y | +102.4% | +20.2% | +82.2% | +73.0% |
| 3Y | +673.8% | +33.1% | +640.7% | +507.8% |
| 5Y | +463.1% | +35.7% | +427.4% | +333.1% |
| 10Y | +2,014.6% | +194.0% | +1,820.5% | +776.3% |
| All | +9,929.9% | +1,394.5% | +8,535.3% | +1,152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling