+1,144.9%
STX vs NWSA
+40.6%
+1,104.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.9% | +8.4% | +7.2% |
| 7D | +10.7% | -2.6% | +13.4% | +11.7% |
| 30D | +11.3% | +4.6% | +6.7% | +9.1% |
| 3M | +3.2% | +10.2% | -7.0% | -2.2% |
| 6M | +157.0% | +21.6% | +135.3% | +131.4% |
| YTD | +229.2% | +14.6% | +214.6% | +202.7% |
| 1Y | +381.8% | +0.4% | +381.5% | +373.1% |
| 3Y | +1,383.2% | +45.0% | +1,338.2% | +1,068.8% |
| 5Y | +1,144.9% | +41.3% | +1,103.6% | +842.0% |
| All | +1,144.9% | +40.6% | +1,104.2% | +842.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling