+1,907.5%
STX vs LIN
+430.4%
+1,477.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.7% | -15.6% | -15.9% |
| 7D | -33.4% | +3.6% | -37.0% | -34.8% |
| 30D | -42.1% | +6.4% | -48.5% | -44.2% |
| 3M | -44.3% | +6.5% | -50.8% | -46.6% |
| 6M | -39.4% | +4.9% | -44.3% | -42.0% |
| YTD | +70.0% | +23.4% | +46.5% | +46.8% |
| 1Y | +70.2% | +26.3% | +43.9% | +44.5% |
| 3Y | +585.2% | +38.0% | +547.2% | +443.7% |
| 5Y | +455.7% | +68.0% | +387.7% | +285.1% |
| All | +1,907.5% | +430.4% | +1,477.1% | +601.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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