+483.8%
STX vs PSX
+280.1%
+203.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -17.3% | -7.8% | -9.5% | -15.1% |
| 30D | -35.9% | -9.9% | -26.1% | -34.0% |
| 3M | -37.3% | +16.9% | -54.3% | -40.2% |
| 6M | -35.8% | +48.0% | -83.8% | -43.0% |
| YTD | +82.7% | +98.3% | -15.6% | +45.3% |
| 1Y | +71.6% | +86.2% | -14.5% | +39.1% |
| 3Y | +635.3% | +144.0% | +491.3% | +431.4% |
| 5Y | +483.8% | +287.7% | +196.0% | +265.7% |
| All | +483.8% | +280.1% | +203.6% | +265.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling