+2,038.9%
STX vs PM
+260.5%
+1,778.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +16.8% | -2.4% | +19.3% | +17.6% |
| 30D | -27.0% | -1.3% | -25.7% | -26.8% |
| 3M | -37.9% | +6.5% | -44.4% | -39.2% |
| 6M | -32.5% | +7.0% | -39.5% | -34.9% |
| YTD | +98.6% | +25.8% | +72.8% | +80.0% |
| 1Y | +93.6% | +30.9% | +62.7% | +72.4% |
| 3Y | +699.1% | +148.0% | +551.1% | +421.7% |
| 5Y | +481.0% | +161.2% | +319.8% | +266.3% |
| All | +2,038.9% | +260.5% | +1,778.5% | +994.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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