+123.8%
STX vs NWSA
+18.2%
+105.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.7% | -11.9% | -5.6% |
| 7D | -20.2% | +4.3% | -24.5% | -17.6% |
| 30D | -37.2% | +5.6% | -42.8% | -34.6% |
| 3M | -34.1% | +7.3% | -41.3% | -30.3% |
| 6M | -24.5% | +18.8% | -43.3% | -14.5% |
| YTD | +102.9% | +17.9% | +85.1% | +135.1% |
| 1Y | +123.8% | +19.3% | +104.5% | +158.9% |
| All | +123.8% | +18.2% | +105.6% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling