+2,108.4%
STX vs PR
+72.8%
+2,035.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.8% | +7.2% | +9.7% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -26.8% | -4.6% | -22.1% | -26.4% |
| 3M | -32.7% | +4.7% | -37.4% | -33.0% |
| 6M | -33.7% | +12.4% | -46.2% | -34.5% |
| YTD | +101.0% | +62.9% | +38.1% | +92.0% |
| 1Y | +92.7% | +70.6% | +22.1% | +83.2% |
| 3Y | +708.7% | +90.0% | +618.7% | +657.9% |
| 5Y | +504.0% | +255.5% | +248.5% | +433.6% |
| 10Y | +2,108.4% | +78.7% | +2,029.6% | +2,132.4% |
| All | +2,108.4% | +72.8% | +2,035.6% | +2,132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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