+3,426.5%
STX vs M
-1.9%
+3,428.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +5.8% |
| 7D | +2.4% | +4.7% | -2.4% | +1.4% |
| 30D | +1.4% | -9.6% | +11.0% | +3.3% |
| 3M | -8.2% | +0.9% | -9.1% | -9.1% |
| 6M | +127.0% | +22.3% | +104.8% | +115.5% |
| YTD | +209.1% | +6.5% | +202.6% | +201.3% |
| 1Y | +365.4% | +38.8% | +326.7% | +329.2% |
| 3Y | +1,135.4% | +115.9% | +1,019.5% | +902.4% |
| 5Y | +991.5% | +28.6% | +962.9% | +838.2% |
| All | +3,426.5% | -1.9% | +3,428.4% | +2,762.9% |
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