+1,967.8%
STX vs ON
+512.2%
+1,455.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -17.3% | -4.1% | -13.2% | -15.4% |
| 30D | -35.9% | -10.2% | -25.7% | -32.7% |
| 3M | -37.3% | -12.7% | -24.6% | -34.1% |
| 6M | -35.8% | -32.5% | -3.3% | -26.4% |
| YTD | +82.7% | +28.6% | +54.2% | +66.1% |
| 1Y | +71.6% | +43.4% | +28.2% | +49.5% |
| 3Y | +635.3% | +3.3% | +632.0% | +566.3% |
| 5Y | +483.8% | +22.5% | +461.3% | +368.7% |
| 10Y | +1,967.8% | +535.7% | +1,432.1% | +733.6% |
| All | +1,967.8% | +512.2% | +1,455.5% | +733.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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