+2,108.4%
STX vs M
-5.1%
+2,113.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.2% |
| 7D | -1.0% | -3.3% | +2.3% | -0.1% |
| 30D | -26.8% | +8.1% | -34.8% | -28.0% |
| 3M | -32.7% | +2.2% | -34.9% | -33.3% |
| 6M | -33.7% | +35.1% | -68.9% | -38.5% |
| YTD | +101.0% | +15.8% | +85.2% | +92.0% |
| 1Y | +92.7% | +25.8% | +66.9% | +80.8% |
| 3Y | +708.7% | +156.2% | +552.5% | +534.7% |
| 5Y | +504.0% | -2.4% | +506.4% | +444.4% |
| 10Y | +2,108.4% | -7.1% | +2,115.5% | +1,703.4% |
| All | +2,108.4% | -5.1% | +2,113.5% | +1,703.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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