+481.0%
STX vs KEY
+12.7%
+468.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +16.8% | +1.8% | +15.1% | +16.2% |
| 30D | -27.0% | +7.1% | -34.2% | -28.6% |
| 3M | -37.9% | -5.9% | -32.0% | -36.5% |
| 6M | -32.5% | +2.2% | -34.7% | -33.2% |
| YTD | +98.6% | +6.4% | +92.2% | +93.4% |
| 1Y | +93.6% | +24.8% | +68.8% | +78.5% |
| 3Y | +699.1% | +125.2% | +573.8% | +496.9% |
| 5Y | +481.0% | +13.0% | +468.1% | +457.8% |
| All | +481.0% | +12.7% | +468.3% | +457.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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