+1,019.5%
STX vs O
+13.2%
+1,006.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | +1.4% | -1.9% | +3.3% | +1.6% |
| 3M | -8.2% | +3.8% | -12.1% | -9.9% |
| 6M | +127.0% | -4.7% | +131.8% | +128.3% |
| YTD | +209.1% | +12.5% | +196.7% | +193.5% |
| 1Y | +365.4% | +10.8% | +354.6% | +343.1% |
| 3Y | +1,135.4% | +28.8% | +1,106.6% | +985.5% |
| All | +1,019.5% | +13.2% | +1,006.3% | +963.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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