+5,724.6%
STX vs PSX
+1,139.4%
+4,585.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | +4.5% | -2.2% | +0.8% |
| 30D | +1.4% | +26.6% | -25.2% | -6.6% |
| 3M | -8.2% | +39.3% | -47.5% | -18.4% |
| 6M | +127.0% | +56.8% | +70.2% | +92.1% |
| YTD | +209.1% | +101.8% | +107.3% | +137.1% |
| 1Y | +365.4% | +99.6% | +265.8% | +257.2% |
| 3Y | +1,135.4% | +140.3% | +995.0% | +768.5% |
| 5Y | +991.5% | +339.3% | +652.2% | +497.0% |
| 10Y | +3,695.8% | +369.9% | +3,326.0% | +1,730.2% |
| All | +5,724.6% | +1,139.4% | +4,585.2% | +1,940.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling