+2,071.0%
STX vs M
+3.7%
+2,067.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.1% | +1.7% | +8.1% |
| 7D | -14.8% | +2.5% | -17.3% | -15.2% |
| 30D | -35.4% | +10.1% | -45.4% | -36.7% |
| 3M | -37.7% | -0.9% | -36.7% | -37.8% |
| 6M | -35.2% | +30.2% | -65.4% | -39.5% |
| YTD | +84.4% | +16.3% | +68.1% | +76.0% |
| 1Y | +82.3% | +27.0% | +55.3% | +70.7% |
| 3Y | +646.2% | +154.5% | +491.7% | +486.0% |
| 5Y | +487.4% | -1.1% | +488.5% | +428.2% |
| 10Y | +2,071.0% | +0.5% | +2,070.5% | +1,680.6% |
| All | +2,071.0% | +3.7% | +2,067.3% | +1,680.6% |
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