+455.7%
STX vs PR
+225.6%
+230.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.9% | -11.4% | -15.2% |
| 7D | -33.4% | -16.5% | -16.9% | -30.6% |
| 30D | -42.1% | -4.5% | -37.6% | -41.4% |
| 3M | -44.3% | +8.5% | -52.8% | -45.5% |
| 6M | -39.4% | -3.3% | -36.1% | -39.3% |
| YTD | +70.0% | +55.7% | +14.3% | +52.3% |
| 1Y | +70.2% | +82.0% | -11.9% | +46.6% |
| 3Y | +585.2% | +62.5% | +522.7% | +492.3% |
| 5Y | +455.7% | +223.9% | +231.7% | +295.5% |
| All | +455.7% | +225.6% | +230.0% | +295.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling