+16,011.1%
STX vs ROP
+2,246.5%
+13,764.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +9.9% | +8.3% |
| 7D | +2.4% | -4.4% | +6.8% | +4.8% |
| 30D | +1.4% | +3.2% | -1.8% | -1.1% |
| 3M | -8.2% | +23.1% | -31.3% | -21.4% |
| 6M | +127.0% | +13.3% | +113.7% | +102.0% |
| YTD | +209.1% | -7.9% | +217.0% | +205.9% |
| 1Y | +365.4% | -22.1% | +387.5% | +405.2% |
| 3Y | +1,135.4% | -16.8% | +1,152.2% | +1,175.3% |
| 5Y | +991.5% | -13.5% | +1,005.0% | +988.0% |
| 10Y | +3,695.8% | +137.7% | +3,558.1% | +1,806.2% |
| All | +16,011.1% | +2,246.5% | +13,764.6% | +1,896.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling