+16,011.1%
STX vs ON
+3,510.7%
+12,500.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +6.0% |
| 7D | +2.4% | +2.4% | -0.1% | +1.5% |
| 30D | +1.4% | -3.3% | +4.7% | +2.7% |
| 3M | -8.2% | -43.6% | +35.4% | +11.8% |
| 6M | +127.0% | +19.0% | +108.1% | +113.0% |
| YTD | +209.1% | +37.4% | +171.8% | +176.1% |
| 1Y | +365.4% | +54.8% | +310.7% | +295.3% |
| 3Y | +1,135.4% | -25.2% | +1,160.6% | +1,145.5% |
| 5Y | +991.5% | +62.7% | +928.8% | +707.9% |
| 10Y | +3,695.8% | +574.3% | +3,121.5% | +1,436.4% |
| All | +16,011.1% | +3,510.7% | +12,500.4% | +3,586.6% |
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 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