+3,476.8%
STX vs ROK
+350.4%
+3,126.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.1% |
| 7D | +8.0% | -1.6% | +9.6% | +8.9% |
| 30D | +5.1% | -5.4% | +10.5% | +8.4% |
| 3M | +5.8% | -4.0% | +9.7% | +8.2% |
| 6M | +124.9% | +13.3% | +111.6% | +111.8% |
| YTD | +213.9% | +9.3% | +204.6% | +199.7% |
| 1Y | +350.4% | +25.8% | +324.6% | +302.3% |
| 3Y | +1,314.2% | +49.1% | +1,265.1% | +1,022.4% |
| 5Y | +1,092.8% | +45.9% | +1,046.9% | +827.0% |
| All | +3,476.8% | +350.4% | +3,126.4% | +1,251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling