+8,652.1%
STX vs RBA
+2,786.7%
+5,865.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -28.5% | +4.3% | -32.8% | -29.5% |
| 30D | -42.9% | +16.3% | -59.2% | -45.7% |
| 3M | -45.9% | +1.3% | -47.2% | -46.6% |
| 6M | -41.3% | -11.1% | -30.2% | -40.5% |
| YTD | +67.9% | -8.5% | +76.4% | +67.7% |
| 1Y | +66.5% | -2.1% | +68.6% | +62.9% |
| 3Y | +588.0% | +44.6% | +543.4% | +488.4% |
| 5Y | +449.1% | +36.8% | +412.2% | +365.6% |
| 10Y | +1,982.8% | +227.3% | +1,755.5% | +1,166.9% |
| All | +8,652.1% | +2,786.7% | +5,865.4% | +3,363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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