+1,144.9%
STX vs PSX
+349.1%
+795.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.0% |
| 7D | +10.7% | +2.8% | +7.9% | +9.9% |
| 30D | +11.3% | +27.8% | -16.5% | +3.7% |
| 3M | +3.2% | +42.0% | -38.8% | -6.7% |
| 6M | +157.0% | +58.1% | +98.9% | +123.3% |
| YTD | +229.2% | +105.0% | +124.2% | +160.8% |
| 1Y | +381.8% | +104.9% | +276.9% | +280.6% |
| 3Y | +1,383.2% | +134.1% | +1,249.1% | +993.6% |
| 5Y | +1,144.9% | +363.8% | +781.1% | +633.9% |
| All | +1,144.9% | +349.1% | +795.7% | +633.9% |
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 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