+3,621.5%
STX vs PSX
+377.2%
+3,244.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.2% |
| 7D | +9.6% | +1.8% | +7.7% | +9.0% |
| 30D | +10.6% | +21.6% | -11.0% | +4.0% |
| 3M | +4.8% | +46.5% | -41.7% | -7.3% |
| 6M | +137.3% | +62.0% | +75.2% | +102.0% |
| YTD | +222.5% | +106.3% | +116.2% | +151.6% |
| 1Y | +366.2% | +103.0% | +263.3% | +264.7% |
| 3Y | +1,352.9% | +135.5% | +1,217.4% | +961.8% |
| 5Y | +1,077.4% | +368.5% | +708.9% | +570.0% |
| 10Y | +3,621.5% | +386.6% | +3,234.9% | +1,785.9% |
| All | +3,621.5% | +377.2% | +3,244.3% | +1,785.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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