+1,883.6%
STX vs P
+713.7%
+1,169.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.4% |
| 7D | -28.5% | -23.8% | -4.7% | -21.1% |
| 30D | -42.9% | -36.6% | -6.3% | -32.9% |
| 3M | -45.9% | +10.9% | -56.8% | -48.2% |
| 6M | -41.3% | +30.0% | -71.3% | -47.0% |
| YTD | +67.9% | +44.4% | +23.6% | +46.0% |
| 1Y | +66.5% | +3.9% | +62.6% | +58.2% |
| 3Y | +588.0% | +176.6% | +411.4% | +343.5% |
| 5Y | +449.1% | +249.3% | +199.8% | +217.5% |
| All | +1,883.6% | +713.7% | +1,169.9% | +763.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling