+1,019.5%
STX vs M
+27.3%
+992.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +5.7% |
| 7D | +2.4% | +4.7% | -2.4% | +1.2% |
| 30D | +1.4% | -9.6% | +11.0% | +3.7% |
| 3M | -8.2% | +0.9% | -9.1% | -9.3% |
| 6M | +127.0% | +22.3% | +104.8% | +112.9% |
| YTD | +209.1% | +6.5% | +202.6% | +199.2% |
| 1Y | +365.4% | +38.8% | +326.7% | +321.2% |
| 3Y | +1,135.4% | +115.9% | +1,019.5% | +846.8% |
| All | +1,019.5% | +27.3% | +992.2% | +830.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling