+1,972.8%
STX vs ON
+533.9%
+1,438.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.7% |
| 7D | +14.6% | +12.2% | +2.4% | +9.9% |
| 30D | -26.0% | -3.1% | -22.8% | -24.4% |
| 3M | -42.6% | -12.9% | -29.7% | -39.5% |
| 6M | -35.3% | -38.6% | +3.3% | -23.0% |
| YTD | +92.5% | +31.2% | +61.2% | +73.8% |
| 1Y | +102.4% | +47.6% | +54.8% | +74.6% |
| 3Y | +673.8% | +6.6% | +667.2% | +593.9% |
| 5Y | +463.1% | +21.3% | +441.8% | +353.8% |
| All | +1,972.8% | +533.9% | +1,438.9% | +748.6% |
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