+476.2%
STX vs ROP
+1.9%
+474.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | +14.6% | +0.7% | +13.9% | +14.5% |
| 30D | -26.0% | +28.8% | -54.8% | -28.2% |
| 3M | -42.6% | +21.1% | -63.7% | -44.0% |
| 6M | -35.3% | +52.5% | -87.8% | -41.7% |
| YTD | +92.5% | +8.9% | +83.6% | +98.8% |
| 1Y | +102.4% | +8.2% | +94.2% | +109.5% |
| 3Y | +673.8% | -5.2% | +679.0% | +744.3% |
| All | +476.2% | +1.9% | +474.3% | +466.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling