+1,144.9%
STX vs ON
+57.7%
+1,087.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +10.9% | +8.3% |
| 7D | +10.7% | -2.2% | +12.9% | +11.5% |
| 30D | +11.3% | -12.4% | +23.7% | +17.6% |
| 3M | +3.2% | -41.2% | +44.4% | +26.7% |
| 6M | +157.0% | +25.0% | +132.0% | +136.3% |
| YTD | +229.2% | +31.3% | +197.9% | +197.4% |
| 1Y | +381.8% | +45.4% | +336.4% | +315.1% |
| 3Y | +1,383.2% | -27.4% | +1,410.6% | +1,411.3% |
| 5Y | +1,144.9% | +58.5% | +1,086.4% | +800.1% |
| All | +1,144.9% | +57.7% | +1,087.2% | +800.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling