+562.7%
STX vs S
-49.1%
+611.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -17.3% | +1.4% | -18.7% | -17.3% |
| 30D | -35.9% | -10.8% | -25.1% | -34.7% |
| 3M | -37.3% | +5.4% | -42.7% | -38.0% |
| 6M | -35.8% | +41.2% | -77.0% | -39.7% |
| YTD | +82.7% | +56.2% | +26.5% | +67.5% |
| 1Y | +71.6% | +36.3% | +35.3% | +60.4% |
| 3Y | +635.3% | +49.4% | +585.8% | +558.3% |
| 5Y | +483.8% | -66.9% | +550.6% | +471.3% |
| All | +562.7% | -49.1% | +611.8% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling