+1,883.6%
STX vs RF
+279.4%
+1,604.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -28.5% | -0.9% | -27.6% | -28.2% |
| 30D | -42.9% | +6.0% | -48.9% | -44.2% |
| 3M | -45.9% | -8.9% | -37.0% | -44.1% |
| 6M | -41.3% | +2.3% | -43.6% | -42.5% |
| YTD | +67.9% | +7.6% | +60.4% | +60.9% |
| 1Y | +66.5% | +21.2% | +45.4% | +52.1% |
| 3Y | +588.0% | +108.5% | +479.4% | +401.5% |
| 5Y | +449.1% | +43.2% | +405.8% | +351.1% |
| All | +1,883.6% | +279.4% | +1,604.2% | +1,038.0% |
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