+8,652.1%
STX vs ON
+2,973.3%
+5,678.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -28.5% | -11.7% | -16.8% | -24.9% |
| 30D | -42.9% | -23.3% | -19.6% | -36.9% |
| 3M | -45.9% | -19.2% | -26.7% | -41.8% |
| 6M | -41.3% | -40.1% | -1.1% | -30.5% |
| YTD | +67.9% | +16.9% | +51.0% | +58.1% |
| 1Y | +66.5% | +29.7% | +36.8% | +50.8% |
| 3Y | +588.0% | -4.4% | +592.4% | +545.5% |
| 5Y | +449.1% | +7.1% | +442.0% | +369.2% |
| 10Y | +1,982.8% | +447.2% | +1,535.6% | +804.4% |
| All | +8,652.1% | +2,973.3% | +5,678.8% | +2,011.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling