+2,071.0%
STX vs PM
+228.8%
+1,842.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.4% | +12.2% | +10.4% |
| 7D | -14.8% | -7.3% | -7.5% | -12.9% |
| 30D | -35.4% | -4.0% | -31.3% | -34.7% |
| 3M | -37.7% | +2.7% | -40.4% | -38.4% |
| 6M | -35.2% | +14.9% | -50.1% | -39.1% |
| YTD | +84.4% | +23.5% | +60.9% | +68.2% |
| 1Y | +82.3% | +30.4% | +51.9% | +62.6% |
| 3Y | +646.2% | +143.2% | +503.0% | +393.5% |
| 5Y | +487.4% | +159.5% | +328.0% | +273.4% |
| 10Y | +2,071.0% | +234.7% | +1,836.4% | +1,193.6% |
| All | +2,071.0% | +228.8% | +1,842.3% | +1,193.6% |
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