+1,019.5%
STX vs RF
+89.8%
+929.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.3% | +1.0% | +1.8% |
| 30D | +1.4% | -3.6% | +5.0% | +3.0% |
| 3M | -8.2% | +8.1% | -16.3% | -11.9% |
| 6M | +127.0% | +11.5% | +115.6% | +114.4% |
| YTD | +209.1% | +15.6% | +193.6% | +186.2% |
| 1Y | +365.4% | +15.7% | +349.7% | +329.2% |
| 3Y | +1,135.4% | +86.9% | +1,048.5% | +807.0% |
| All | +1,019.5% | +89.8% | +929.7% | +668.1% |
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