+481.0%
STX vs NI
+114.7%
+366.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +16.8% | +3.1% | +13.8% | +15.9% |
| 30D | -27.0% | +11.2% | -38.2% | -29.1% |
| 3M | -37.9% | +9.8% | -47.7% | -39.5% |
| 6M | -32.5% | -1.6% | -30.9% | -32.4% |
| YTD | +98.6% | +12.6% | +86.0% | +89.8% |
| 1Y | +93.6% | +7.8% | +85.8% | +87.8% |
| 3Y | +699.1% | +100.5% | +598.6% | +528.2% |
| 5Y | +481.0% | +114.4% | +366.6% | +324.3% |
| All | +481.0% | +114.7% | +366.3% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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