+2,881.4%
STX vs P
+485.4%
+2,396.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +5.0% | +5.9% |
| 7D | +2.4% | +6.5% | -4.2% | +0.2% |
| 30D | +1.4% | +18.8% | -17.4% | -4.7% |
| 3M | -8.2% | +26.7% | -35.0% | -15.1% |
| 6M | +127.0% | +62.2% | +64.9% | +93.0% |
| YTD | +209.1% | +48.5% | +160.6% | +168.8% |
| 1Y | +365.4% | +26.4% | +339.0% | +319.5% |
| 3Y | +1,135.4% | +159.4% | +976.0% | +733.0% |
| 5Y | +991.5% | +275.8% | +715.7% | +539.4% |
| 10Y | +3,695.8% | +732.0% | +2,963.8% | +1,557.9% |
| All | +2,881.4% | +485.4% | +2,396.1% | +1,214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling