+2,038.9%
STX vs NWSA
+141.7%
+1,897.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | +16.8% | -0.8% | +17.6% | +17.3% |
| 30D | -27.0% | -11.3% | -15.7% | -23.2% |
| 3M | -37.9% | -8.1% | -29.8% | -35.9% |
| 6M | -32.5% | -0.7% | -31.8% | -33.9% |
| YTD | +98.6% | +1.3% | +97.3% | +90.7% |
| 1Y | +93.6% | -1.3% | +94.9% | +88.1% |
| 3Y | +699.1% | +28.4% | +670.7% | +573.5% |
| 5Y | +481.0% | +15.3% | +465.7% | +401.2% |
| All | +2,038.9% | +141.7% | +1,897.2% | +1,112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling