+8,652.1%
STX vs ROP
+2,645.8%
+6,006.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.4% |
| 7D | -28.5% | +2.1% | -30.6% | -29.6% |
| 30D | -42.9% | +32.9% | -75.8% | -52.0% |
| 3M | -45.9% | +20.0% | -65.9% | -52.3% |
| 6M | -41.3% | +36.4% | -77.7% | -53.5% |
| YTD | +67.9% | +7.8% | +60.1% | +49.8% |
| 1Y | +66.5% | +8.0% | +58.5% | +48.3% |
| 3Y | +588.0% | -3.5% | +591.5% | +543.9% |
| 5Y | +449.1% | +1.5% | +447.6% | +393.0% |
| 10Y | +1,982.8% | +198.5% | +1,784.4% | +802.9% |
| All | +8,652.1% | +2,645.8% | +6,006.3% | +877.6% |
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