+509.1%
STX vs S
-52.7%
+561.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -28.5% | -13.4% | -15.0% | -26.8% |
| 30D | -42.9% | -14.0% | -28.9% | -41.5% |
| 3M | -45.9% | +4.9% | -50.8% | -46.5% |
| 6M | -41.3% | +42.0% | -83.3% | -45.0% |
| YTD | +67.9% | +45.1% | +22.8% | +55.6% |
| 1Y | +66.5% | +33.1% | +33.5% | +56.0% |
| 3Y | +588.0% | +40.6% | +547.3% | +521.3% |
| 5Y | +449.1% | -67.5% | +516.5% | +443.1% |
| All | +509.1% | -52.7% | +561.7% | +497.7% |
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