+1,967.8%
STX vs M
-3.0%
+1,970.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -17.3% | +5.0% | -22.3% | -18.1% |
| 30D | -35.9% | +10.6% | -46.6% | -37.3% |
| 3M | -37.3% | +1.6% | -38.9% | -37.8% |
| 6M | -35.8% | +30.8% | -66.7% | -40.1% |
| YTD | +82.7% | +16.9% | +65.8% | +74.2% |
| 1Y | +71.6% | +26.3% | +45.4% | +61.0% |
| 3Y | +635.3% | +158.6% | +476.7% | +475.9% |
| 5Y | +483.8% | +2.1% | +481.7% | +422.2% |
| 10Y | +1,967.8% | -4.3% | +1,972.1% | +1,603.1% |
| All | +1,967.8% | -3.0% | +1,970.8% | +1,603.1% |
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