+16,011.1%
STX vs PH
+4,566.3%
+11,444.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.5% |
| 7D | +2.4% | -3.1% | +5.4% | +4.2% |
| 30D | +1.4% | -3.2% | +4.6% | +3.2% |
| 3M | -8.2% | +10.6% | -18.8% | -13.7% |
| 6M | +127.0% | -2.1% | +129.2% | +128.5% |
| YTD | +209.1% | +10.2% | +199.0% | +190.1% |
| 1Y | +365.4% | +28.2% | +337.2% | +299.1% |
| 3Y | +1,135.4% | +134.9% | +1,000.5% | +627.8% |
| 5Y | +991.5% | +253.6% | +737.9% | +399.5% |
| 10Y | +3,695.8% | +804.7% | +2,891.1% | +776.3% |
| All | +16,011.1% | +4,566.3% | +11,444.8% | +1,111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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