+1,539.1%
STX vs P
+449.6%
+1,089.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -16.4% | +0.1% | -10.7% |
| 7D | -33.4% | -31.9% | -1.5% | -23.9% |
| 30D | -42.1% | -36.5% | -5.6% | -32.4% |
| 3M | -44.3% | +11.6% | -55.8% | -46.6% |
| 6M | -39.4% | +25.2% | -64.6% | -44.3% |
| YTD | +70.0% | +39.4% | +30.5% | +50.6% |
| 1Y | +70.2% | -3.7% | +73.9% | +66.2% |
| 3Y | +585.2% | +167.3% | +417.9% | +358.2% |
| 5Y | +455.7% | +237.3% | +218.3% | +236.1% |
| 10Y | +2,007.9% | +698.6% | +1,309.2% | +834.9% |
| All | +1,539.1% | +449.6% | +1,089.4% | +636.8% |
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