+443.6%
STX vs LIN
+64.4%
+379.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -28.5% | +0.2% | -28.7% | -28.6% |
| 30D | -42.9% | +6.5% | -49.4% | -44.5% |
| 3M | -45.9% | +5.5% | -51.4% | -47.4% |
| 6M | -41.3% | +3.3% | -44.6% | -43.0% |
| YTD | +67.9% | +22.0% | +45.9% | +47.9% |
| 1Y | +66.5% | +25.7% | +40.8% | +43.7% |
| 3Y | +588.0% | +36.2% | +551.7% | +454.3% |
| All | +443.6% | +64.4% | +379.2% | +293.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling