+8,652.1%
STX vs ROP
+2,652.7%
+5,999.4%
-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% | +20.3% | -66.2% | -52.3% |
| 6M | -41.3% | +36.8% | -78.0% | -53.6% |
| YTD | +67.9% | +8.1% | +59.8% | +49.6% |
| 1Y | +66.5% | +8.3% | +58.3% | +48.1% |
| 3Y | +588.0% | -3.2% | +591.2% | +542.9% |
| 5Y | +449.1% | +1.7% | +447.3% | +392.2% |
| 10Y | +1,982.8% | +199.2% | +1,783.6% | +801.6% |
| All | +8,652.1% | +2,652.7% | +5,999.4% | +876.2% |
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