+3,704.1%
STX vs KWEB
+24.8%
+3,679.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +7.3% |
| 7D | +10.7% | -1.3% | +12.0% | +11.1% |
| 30D | +11.3% | -11.5% | +22.8% | +15.1% |
| 3M | +3.2% | -2.9% | +6.1% | +3.4% |
| 6M | +157.0% | -14.6% | +171.6% | +167.5% |
| YTD | +229.2% | -25.5% | +254.7% | +257.1% |
| 1Y | +381.8% | -31.1% | +412.9% | +435.6% |
| 3Y | +1,383.2% | +3.0% | +1,380.2% | +1,321.6% |
| 5Y | +1,144.9% | -42.6% | +1,187.5% | +1,251.7% |
| 10Y | +3,676.0% | -21.1% | +3,697.2% | +3,156.0% |
| All | +3,704.1% | +24.8% | +3,679.3% | +2,553.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KWEB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling