+1,972.8%
STX vs MDY
+165.3%
+1,807.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +14.6% | +2.3% | +12.3% | +12.3% |
| 30D | -26.0% | +2.0% | -28.0% | -26.7% |
| 3M | -42.6% | -5.6% | -37.0% | -38.6% |
| 6M | -35.3% | +1.3% | -36.6% | -35.2% |
| YTD | +92.5% | +12.3% | +80.1% | +75.9% |
| 1Y | +102.4% | +15.8% | +86.6% | +80.1% |
| 3Y | +673.8% | +56.5% | +617.3% | +423.1% |
| 5Y | +463.1% | +35.1% | +427.9% | +336.4% |
| All | +1,972.8% | +165.3% | +1,807.5% | +819.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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