+481.0%
STX vs RF
+45.4%
+435.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +16.8% | +0.4% | +16.5% | +16.8% |
| 30D | -27.0% | +5.6% | -32.6% | -28.6% |
| 3M | -37.9% | -8.9% | -29.0% | -35.6% |
| 6M | -32.5% | +7.1% | -39.6% | -35.3% |
| YTD | +98.6% | +8.3% | +90.3% | +88.5% |
| 1Y | +93.6% | +16.8% | +76.8% | +77.7% |
| 3Y | +699.1% | +115.0% | +584.1% | +452.8% |
| 5Y | +481.0% | +46.4% | +434.6% | +359.0% |
| All | +481.0% | +45.4% | +435.6% | +359.0% |
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