+3,343.4%
STX vs KWEB
-19.7%
+3,363.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | -2.3% | -5.6% | +3.3% | -0.7% |
| 30D | -5.5% | -10.7% | +5.2% | -2.5% |
| 3M | -4.3% | -7.4% | +3.1% | -2.8% |
| 6M | +115.6% | -19.3% | +134.9% | +127.7% |
| YTD | +202.2% | -27.8% | +229.9% | +229.9% |
| 1Y | +325.3% | -35.9% | +361.2% | +380.9% |
| 3Y | +1,283.9% | -1.9% | +1,285.8% | +1,249.2% |
| 5Y | +1,048.3% | -43.2% | +1,091.5% | +1,167.1% |
| All | +3,343.4% | -19.7% | +3,363.1% | +2,760.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling