+2,108.4%
STX vs RF
+241.0%
+1,867.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.1% |
| 7D | -1.0% | -1.3% | +0.4% | -0.2% |
| 30D | -26.8% | +4.6% | -31.4% | -28.0% |
| 3M | -32.7% | -8.4% | -24.3% | -30.5% |
| 6M | -33.7% | +8.9% | -42.6% | -36.6% |
| YTD | +101.0% | +8.8% | +92.2% | +91.8% |
| 1Y | +92.7% | +18.9% | +73.8% | +77.5% |
| 3Y | +708.7% | +116.0% | +592.7% | +482.2% |
| 5Y | +504.0% | +46.0% | +458.0% | +393.0% |
| 10Y | +2,108.4% | +231.7% | +1,876.6% | +1,226.4% |
| All | +2,108.4% | +241.0% | +1,867.3% | +1,226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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