+366.2%
STX vs NWSA
+2.0%
+364.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.3% |
| 7D | +9.6% | -3.1% | +12.6% | +7.7% |
| 30D | +10.6% | +4.3% | +6.3% | +13.5% |
| 3M | +4.8% | +9.2% | -4.4% | +13.2% |
| 6M | +137.3% | +21.6% | +115.7% | +163.5% |
| YTD | +222.5% | +14.2% | +208.3% | +258.6% |
| 1Y | +366.2% | +1.8% | +364.5% | +429.4% |
| All | +366.2% | +2.0% | +364.2% | +429.4% |
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 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