+2,584.3%
STX vs RUN
-31.9%
+2,616.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.4% |
| 7D | +2.4% | +1.3% | +1.1% | +2.2% |
| 30D | +1.4% | -15.3% | +16.6% | +3.0% |
| 3M | -8.2% | -40.0% | +31.8% | -3.3% |
| 6M | +127.0% | -27.0% | +154.0% | +133.7% |
| YTD | +209.1% | -51.7% | +260.8% | +227.9% |
| 1Y | +365.4% | -45.9% | +411.3% | +384.9% |
| 3Y | +1,135.4% | -43.8% | +1,179.2% | +1,040.6% |
| 5Y | +991.5% | -80.5% | +1,072.0% | +974.4% |
| 10Y | +3,695.8% | +45.3% | +3,650.6% | +2,560.7% |
| All | +2,584.3% | -31.9% | +2,616.2% | +1,802.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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