+9,509.3%
STX vs ON
+3,254.9%
+6,254.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.2% | +0.6% | +6.5% |
| 7D | -14.8% | -1.4% | -13.3% | -13.8% |
| 30D | -35.4% | -10.9% | -24.5% | -32.2% |
| 3M | -37.7% | -14.9% | -22.8% | -34.1% |
| 6M | -35.2% | -33.0% | -2.2% | -26.2% |
| YTD | +84.4% | +27.6% | +56.8% | +68.5% |
| 1Y | +82.3% | +44.5% | +37.8% | +59.1% |
| 3Y | +646.2% | +7.4% | +638.8% | +573.0% |
| 5Y | +487.4% | +18.7% | +468.7% | +384.6% |
| 10Y | +2,071.0% | +516.0% | +1,555.1% | +805.7% |
| All | +9,509.3% | +3,254.9% | +6,254.5% | +2,149.9% |
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