+3,343.0%
STX vs PSX
+1,118.1%
+2,224.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -17.3% | -7.8% | -9.5% | -14.6% |
| 30D | -35.9% | -9.9% | -26.1% | -33.6% |
| 3M | -37.3% | +16.9% | -54.3% | -40.7% |
| 6M | -35.8% | +48.0% | -83.8% | -44.4% |
| YTD | +82.7% | +98.3% | -15.6% | +40.7% |
| 1Y | +71.6% | +86.2% | -14.5% | +34.8% |
| 3Y | +635.3% | +144.0% | +491.3% | +414.6% |
| 5Y | +483.8% | +287.7% | +196.0% | +234.9% |
| 10Y | +1,967.8% | +338.3% | +1,629.5% | +925.1% |
| All | +3,343.0% | +1,118.1% | +2,224.9% | +1,111.3% |
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