+1,109.2%
STX vs REPL
+39.1%
+1,070.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +9.7% |
| 7D | -14.8% | +14.2% | -29.0% | -15.2% |
| 30D | -35.4% | +65.9% | -101.2% | -36.7% |
| 3M | -37.7% | +84.6% | -122.3% | -39.3% |
| 6M | -35.2% | +446.9% | -482.2% | -40.9% |
| YTD | +84.4% | +129.0% | -44.6% | +69.6% |
| 1Y | +82.3% | +167.9% | -85.6% | +66.4% |
| 3Y | +646.2% | +93.9% | +552.3% | +498.2% |
| 5Y | +487.4% | -33.0% | +520.4% | +406.6% |
| All | +1,109.2% | +39.1% | +1,070.1% | +711.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling