+487.4%
STX vs PL
+37.0%
+450.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +14.5% | -4.7% | +7.7% |
| 7D | -14.8% | +10.9% | -25.6% | -15.9% |
| 30D | -35.4% | -16.4% | -19.0% | -33.7% |
| 3M | -37.7% | -39.9% | +2.3% | -33.5% |
| 6M | -35.2% | -63.2% | +28.0% | -27.2% |
| YTD | +84.4% | -27.1% | +111.5% | +87.7% |
| 1Y | +82.3% | +12.2% | +70.1% | +74.8% |
| 3Y | +646.2% | +584.3% | +61.9% | +435.2% |
| 5Y | +487.4% | +37.0% | +450.4% | +367.4% |
| All | +487.4% | +37.0% | +450.4% | +367.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling