+10,249.8%
STX vs NI
+1,452.5%
+8,797.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +16.8% | +3.1% | +13.8% | +15.3% |
| 30D | -27.0% | +11.2% | -38.2% | -30.6% |
| 3M | -37.9% | +9.8% | -47.7% | -40.7% |
| 6M | -32.5% | -1.6% | -30.9% | -32.7% |
| YTD | +98.6% | +12.6% | +86.0% | +85.7% |
| 1Y | +93.6% | +7.8% | +85.8% | +85.0% |
| 3Y | +699.1% | +100.5% | +598.6% | +456.8% |
| 5Y | +481.0% | +114.4% | +366.6% | +282.5% |
| 10Y | +2,082.0% | +193.9% | +1,888.1% | +1,021.3% |
| All | +10,249.8% | +1,452.5% | +8,797.3% | +1,645.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling