+1,163.6%
STX vs NET
+1,381.0%
-217.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.6% | -5.6% | -7.7% |
| 7D | -20.2% | -16.4% | -3.8% | -17.7% |
| 30D | -37.2% | -25.8% | -11.4% | -34.0% |
| 3M | -34.1% | -11.5% | -22.5% | -33.0% |
| 6M | -24.5% | +18.9% | -43.4% | -27.6% |
| YTD | +102.9% | +35.2% | +67.7% | +87.8% |
| 1Y | +123.8% | +14.5% | +109.3% | +113.1% |
| 3Y | +718.1% | +313.8% | +404.3% | +517.7% |
| 5Y | +573.6% | +32.6% | +541.0% | +430.8% |
| All | +1,163.6% | +1,381.0% | -217.4% | +545.6% |
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