+1,825.0%
STX vs NET
+1,449.6%
+375.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.7% |
| 7D | +2.4% | -7.0% | +9.3% | +3.5% |
| 30D | +1.4% | -4.8% | +6.2% | +1.9% |
| 3M | -8.2% | +3.8% | -12.0% | -9.1% |
| 6M | +127.0% | +50.0% | +77.0% | +108.6% |
| YTD | +209.1% | +41.5% | +167.7% | +184.3% |
| 1Y | +365.4% | +32.8% | +332.6% | +331.6% |
| 3Y | +1,135.4% | +335.9% | +799.5% | +821.9% |
| 5Y | +991.5% | +113.8% | +877.7% | +709.4% |
| All | +1,825.0% | +1,449.6% | +375.4% | +877.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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