+1,967.8%
STX vs PR
+65.1%
+1,902.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -17.3% | -9.5% | -7.8% | -16.5% |
| 30D | -35.9% | -5.7% | -30.2% | -35.6% |
| 3M | -37.3% | +3.0% | -40.3% | -37.6% |
| 6M | -35.8% | +11.8% | -47.6% | -36.5% |
| YTD | +82.7% | +58.5% | +24.3% | +75.0% |
| 1Y | +71.6% | +69.9% | +1.7% | +63.2% |
| 3Y | +635.3% | +84.9% | +550.4% | +590.6% |
| 5Y | +483.8% | +246.4% | +237.3% | +416.9% |
| 10Y | +1,967.8% | +70.3% | +1,897.5% | +2,012.1% |
| All | +1,967.8% | +65.1% | +1,902.7% | +2,012.1% |
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