+483.8%
STX vs P
+256.4%
+227.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -17.3% | -13.3% | -4.0% | -12.3% |
| 30D | -35.9% | -34.0% | -1.9% | -25.0% |
| 3M | -37.3% | +4.1% | -41.4% | -38.5% |
| 6M | -35.8% | +30.5% | -66.3% | -42.5% |
| YTD | +82.7% | +52.2% | +30.6% | +54.5% |
| 1Y | +71.6% | +10.3% | +61.3% | +58.1% |
| 3Y | +635.3% | +180.9% | +454.4% | +358.3% |
| 5Y | +483.8% | +259.7% | +224.0% | +220.7% |
| All | +483.8% | +256.4% | +227.3% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling