+487.4%
STX vs ROL
+16.0%
+471.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.7% | +9.8% |
| 7D | -14.8% | +7.5% | -22.3% | -14.6% |
| 30D | -35.4% | +21.1% | -56.5% | -35.2% |
| 3M | -37.7% | +3.1% | -40.8% | -37.3% |
| 6M | -35.2% | -27.4% | -7.8% | -33.0% |
| YTD | +84.4% | -34.7% | +119.1% | +92.0% |
| 1Y | +82.3% | -32.9% | +115.2% | +88.7% |
| 3Y | +646.2% | +6.1% | +640.1% | +577.2% |
| 5Y | +487.4% | +16.3% | +471.1% | +393.4% |
| All | +487.4% | +16.0% | +471.4% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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