+1,624.4%
STX vs RUN
-34.8%
+1,659.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | -0.5% |
| 7D | +16.8% | -13.7% | +30.5% | +18.6% |
| 30D | -27.0% | +9.4% | -36.4% | -28.3% |
| 3M | -37.9% | -13.4% | -24.5% | -37.4% |
| 6M | -32.5% | -39.6% | +7.1% | -29.5% |
| YTD | +98.6% | -53.7% | +152.3% | +109.9% |
| 1Y | +93.6% | -56.2% | +149.8% | +105.6% |
| 3Y | +699.1% | -9.7% | +708.8% | +595.3% |
| 5Y | +481.0% | -85.5% | +566.5% | +489.9% |
| 10Y | +2,082.0% | +66.7% | +2,015.3% | +1,415.4% |
| All | +1,624.4% | -34.8% | +1,659.2% | +1,118.2% |
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