+478.5%
STX vs PL
+28.1%
+450.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -2.6% |
| 7D | -28.5% | -6.8% | -21.7% | -27.7% |
| 30D | -42.9% | -29.3% | -13.6% | -40.1% |
| 3M | -45.9% | -44.8% | -1.1% | -41.6% |
| 6M | -41.3% | -68.4% | +27.1% | -32.6% |
| YTD | +67.9% | -36.4% | +104.3% | +74.2% |
| 1Y | +66.5% | +0.7% | +65.8% | +62.2% |
| 3Y | +588.0% | +455.3% | +132.7% | +405.7% |
| 5Y | +449.1% | +22.7% | +426.4% | +321.9% |
| All | +478.5% | +28.1% | +450.4% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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