+771.7%
STX vs ROIV
+248.8%
+522.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.2% | -12.0% | -15.6% |
| 7D | -33.4% | -2.4% | -31.0% | -33.1% |
| 30D | -42.1% | +3.1% | -45.2% | -42.3% |
| 3M | -44.3% | +5.8% | -50.1% | -44.8% |
| 6M | -39.4% | +29.3% | -68.7% | -41.6% |
| YTD | +70.0% | +68.8% | +1.2% | +57.9% |
| 1Y | +70.2% | +81.0% | -10.8% | +56.6% |
| 3Y | +585.2% | +294.6% | +290.5% | +473.6% |
| 5Y | +455.7% | +373.1% | +82.5% | +317.3% |
| All | +771.7% | +248.8% | +522.9% | +533.8% |
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