+2,071.0%
STX vs RF
+277.2%
+1,793.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +9.0% |
| 7D | -14.8% | -0.1% | -14.6% | -14.6% |
| 30D | -35.4% | +7.0% | -42.4% | -37.0% |
| 3M | -37.7% | -7.0% | -30.7% | -36.0% |
| 6M | -35.2% | +6.8% | -42.0% | -37.6% |
| YTD | +84.4% | +9.9% | +74.5% | +75.3% |
| 1Y | +82.3% | +21.1% | +61.1% | +66.7% |
| 3Y | +646.2% | +119.6% | +526.6% | +433.3% |
| 5Y | +487.4% | +46.2% | +441.2% | +378.9% |
| 10Y | +2,071.0% | +261.5% | +1,809.5% | +1,132.2% |
| All | +2,071.0% | +277.2% | +1,793.8% | +1,132.2% |
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