+455.7%
STX vs RF
+42.4%
+413.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.1% | -14.1% | -15.4% |
| 7D | -33.4% | -1.6% | -31.8% | -32.9% |
| 30D | -42.1% | +5.0% | -47.1% | -43.3% |
| 3M | -44.3% | -10.0% | -34.3% | -42.0% |
| 6M | -39.4% | +3.3% | -42.7% | -41.1% |
| YTD | +70.0% | +7.9% | +62.0% | +61.4% |
| 1Y | +70.2% | +21.2% | +48.9% | +53.5% |
| 3Y | +585.2% | +105.8% | +479.3% | +383.0% |
| 5Y | +455.7% | +43.7% | +411.9% | +338.0% |
| All | +455.7% | +42.4% | +413.2% | +338.0% |
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 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