+13,443.6%
STX vs MKTX
+1,446.2%
+11,997.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +0.4% | +1.9% | +2.3% |
| 30D | +1.4% | +1.1% | +0.3% | +1.1% |
| 3M | -8.2% | +36.1% | -44.3% | -15.4% |
| 6M | +127.0% | -12.9% | +139.9% | +131.5% |
| YTD | +209.1% | -8.5% | +217.7% | +210.4% |
| 1Y | +365.4% | -7.5% | +373.0% | +363.9% |
| 3Y | +1,135.4% | -28.3% | +1,163.7% | +1,168.4% |
| 5Y | +991.5% | -63.3% | +1,054.8% | +1,202.3% |
| 10Y | +3,695.8% | +4.5% | +3,691.3% | +3,191.8% |
| All | +13,443.6% | +1,446.2% | +11,997.3% | +5,011.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling