+16,011.1%
STX vs NI
+1,293.3%
+14,717.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +7.0% | +6.7% |
| 7D | +2.4% | +2.0% | +0.3% | +1.3% |
| 30D | +1.4% | -3.5% | +4.9% | +3.2% |
| 3M | -8.2% | -9.1% | +0.9% | -4.6% |
| 6M | +127.0% | -11.8% | +138.9% | +139.0% |
| YTD | +209.1% | +1.1% | +208.1% | +204.9% |
| 1Y | +365.4% | +6.7% | +358.7% | +346.0% |
| 3Y | +1,135.4% | +71.1% | +1,064.3% | +826.0% |
| 5Y | +991.5% | +94.3% | +897.2% | +653.4% |
| 10Y | +3,695.8% | +135.8% | +3,560.0% | +2,088.5% |
| All | +16,011.1% | +1,293.3% | +14,717.8% | +2,766.6% |
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