+1,038.4%
STX vs S
-56.9%
+1,095.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | +5.1% | -11.8% | +16.9% | +6.8% |
| 3M | +5.8% | +33.9% | -28.2% | +0.2% |
| 6M | +124.9% | +40.1% | +84.8% | +110.4% |
| YTD | +213.9% | +32.1% | +181.8% | +195.2% |
| 1Y | +350.4% | +11.0% | +339.4% | +333.2% |
| 3Y | +1,314.2% | +16.9% | +1,297.3% | +1,211.7% |
| 5Y | +1,092.8% | -68.9% | +1,161.7% | +1,099.0% |
| All | +1,038.4% | -56.9% | +1,095.3% | +1,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling