+761.3%
STX vs ROIV
+270.3%
+491.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -2.1% |
| 7D | -28.5% | +5.3% | -33.8% | -29.0% |
| 30D | -42.9% | +11.9% | -54.8% | -43.8% |
| 3M | -45.9% | +10.7% | -56.6% | -46.8% |
| 6M | -41.3% | +34.9% | -76.2% | -43.8% |
| YTD | +67.9% | +79.2% | -11.2% | +54.6% |
| 1Y | +66.5% | +89.0% | -22.5% | +52.2% |
| 3Y | +588.0% | +337.3% | +250.6% | +468.5% |
| 5Y | +449.1% | +402.3% | +46.7% | +308.5% |
| All | +761.3% | +270.3% | +491.0% | +520.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 all: compounded portfolio wealth divided by compounded ROIV 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…
all analysis · Full analysis span regression · 6 months rolling