+1,019.5%
STX vs PL
+82.7%
+936.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.5% |
| 7D | +2.4% | -9.3% | +11.7% | +3.6% |
| 30D | +1.4% | -18.9% | +20.3% | +4.3% |
| 3M | -8.2% | -58.4% | +50.2% | +2.0% |
| 6M | +127.0% | -30.3% | +157.3% | +133.9% |
| YTD | +209.1% | -8.1% | +217.3% | +206.1% |
| 1Y | +365.4% | +180.5% | +184.9% | +295.5% |
| 3Y | +1,135.4% | +444.1% | +691.2% | +804.0% |
| All | +1,019.5% | +82.7% | +936.9% | +653.1% |
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