+3,676.0%
STX vs ROP
+134.1%
+3,541.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.3% | +7.6% |
| 7D | +10.7% | -5.4% | +16.2% | +13.0% |
| 30D | +11.3% | -1.6% | +12.9% | +11.4% |
| 3M | +3.2% | +18.8% | -15.6% | -7.2% |
| 6M | +157.0% | +8.2% | +148.8% | +140.3% |
| YTD | +229.2% | -10.5% | +239.7% | +236.8% |
| 1Y | +381.8% | -23.7% | +405.6% | +436.5% |
| 3Y | +1,383.2% | -17.9% | +1,401.0% | +1,462.2% |
| 5Y | +1,144.9% | -15.3% | +1,160.2% | +1,171.8% |
| 10Y | +3,676.0% | +133.4% | +3,542.6% | +1,652.9% |
| All | +3,676.0% | +134.1% | +3,541.9% | +1,652.9% |
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