+1,283.9%
STX vs KWEB
-2.3%
+1,286.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.9% |
| 7D | -2.3% | -5.6% | +3.3% | -0.8% |
| 30D | -5.5% | -10.7% | +5.2% | -2.6% |
| 3M | -4.3% | -7.4% | +3.1% | -2.9% |
| 6M | +115.6% | -19.3% | +134.9% | +128.0% |
| YTD | +202.2% | -27.8% | +229.9% | +230.5% |
| 1Y | +325.3% | -35.9% | +361.2% | +379.9% |
| 3Y | +1,283.9% | -1.9% | +1,285.8% | +1,286.5% |
| All | +1,283.9% | -2.3% | +1,286.2% | +1,286.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling