+3,641.7%
STX vs PSX
+1,177.4%
+2,464.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.8% |
| 7D | +16.8% | +6.4% | +10.4% | +14.5% |
| 30D | -27.0% | -10.2% | -16.9% | -24.2% |
| 3M | -37.9% | +17.2% | -55.0% | -41.3% |
| 6M | -32.5% | +51.8% | -84.3% | -42.0% |
| YTD | +98.6% | +108.0% | -9.4% | +50.6% |
| 1Y | +93.6% | +96.1% | -2.5% | +49.5% |
| 3Y | +699.1% | +155.9% | +543.2% | +450.6% |
| 5Y | +481.0% | +306.9% | +174.1% | +228.0% |
| 10Y | +2,082.0% | +364.5% | +1,717.5% | +959.9% |
| All | +3,641.7% | +1,177.4% | +2,464.3% | +1,195.9% |
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 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