+2,038.9%
STX vs ROP
+183.9%
+1,855.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +16.8% | -2.7% | +19.5% | +17.9% |
| 30D | -27.0% | +29.7% | -56.8% | -34.5% |
| 3M | -37.9% | +21.2% | -59.1% | -43.1% |
| 6M | -32.5% | +48.3% | -80.8% | -45.0% |
| YTD | +98.6% | +8.4% | +90.2% | +87.3% |
| 1Y | +93.6% | +6.0% | +87.6% | +84.9% |
| 3Y | +699.1% | -5.6% | +704.7% | +701.6% |
| 5Y | +481.0% | +1.3% | +479.7% | +451.8% |
| All | +2,038.9% | +183.9% | +1,855.0% | +775.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling