+443.6%
STX vs RF
+42.5%
+401.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -28.5% | -0.9% | -27.6% | -28.2% |
| 30D | -42.9% | +6.0% | -48.9% | -44.3% |
| 3M | -45.9% | -8.9% | -37.0% | -43.9% |
| 6M | -41.3% | +2.3% | -43.6% | -42.7% |
| YTD | +67.9% | +7.6% | +60.4% | +59.8% |
| 1Y | +66.5% | +21.2% | +45.4% | +50.3% |
| 3Y | +588.0% | +108.5% | +479.4% | +382.3% |
| All | +443.6% | +42.5% | +401.1% | +333.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling