+481.0%
STX vs OWL
-24.6%
+505.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.3% |
| 7D | +16.8% | +0.8% | +16.0% | +16.6% |
| 30D | -27.0% | +7.3% | -34.4% | -28.8% |
| 3M | -37.9% | -16.8% | -21.0% | -34.3% |
| 6M | -32.5% | +4.0% | -36.5% | -34.7% |
| YTD | +98.6% | -29.0% | +127.6% | +118.5% |
| 1Y | +93.6% | -29.7% | +123.2% | +113.0% |
| 3Y | +699.1% | -13.5% | +712.6% | +675.6% |
| 5Y | +481.0% | -21.5% | +502.5% | +457.2% |
| All | +481.0% | -24.6% | +505.6% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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