+2,071.0%
STX vs ROP
+189.6%
+1,881.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +10.2% |
| 7D | -14.8% | -1.6% | -13.1% | -14.4% |
| 30D | -35.4% | +29.5% | -64.9% | -42.0% |
| 3M | -37.7% | +17.5% | -55.2% | -42.2% |
| 6M | -35.2% | +38.1% | -73.3% | -45.6% |
| YTD | +84.4% | +7.0% | +77.4% | +74.7% |
| 1Y | +82.3% | +6.5% | +75.7% | +73.0% |
| 3Y | +646.2% | -5.5% | +651.7% | +645.2% |
| 5Y | +487.4% | -0.4% | +487.8% | +461.1% |
| 10Y | +2,071.0% | +183.6% | +1,887.5% | +785.9% |
| All | +2,071.0% | +189.6% | +1,881.4% | +785.9% |
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