+1,883.6%
STX vs M
-4.2%
+1,887.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.3% |
| 7D | -28.5% | -4.3% | -24.2% | -27.9% |
| 30D | -42.9% | +1.3% | -44.2% | -43.2% |
| 3M | -45.9% | -7.4% | -38.5% | -45.4% |
| 6M | -41.3% | +18.3% | -59.6% | -44.1% |
| YTD | +67.9% | +7.6% | +60.4% | +62.7% |
| 1Y | +66.5% | +17.4% | +49.1% | +58.4% |
| 3Y | +588.0% | +108.4% | +479.6% | +461.2% |
| 5Y | +449.1% | -10.6% | +459.7% | +403.2% |
| All | +1,883.6% | -4.2% | +1,887.8% | +1,557.2% |
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