+16,011.1%
STX vs ITW
+1,295.0%
+14,716.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.7% |
| 7D | +2.4% | -3.6% | +5.9% | +4.9% |
| 30D | +1.4% | -9.1% | +10.5% | +8.2% |
| 3M | -8.2% | +8.2% | -16.4% | -14.5% |
| 6M | +127.0% | -4.8% | +131.8% | +130.9% |
| YTD | +209.1% | +11.0% | +198.1% | +181.4% |
| 1Y | +365.4% | +4.2% | +361.2% | +339.3% |
| 3Y | +1,135.4% | +17.3% | +1,118.1% | +966.4% |
| 5Y | +991.5% | +33.0% | +958.5% | +754.7% |
| 10Y | +3,695.8% | +182.3% | +3,513.5% | +1,521.5% |
| All | +16,011.1% | +1,295.0% | +14,716.1% | +2,021.1% |
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