+1,021.2%
STX vs S
-56.8%
+1,078.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.3% |
| 7D | +2.4% | -7.7% | +10.1% | +3.5% |
| 30D | +1.4% | -5.3% | +6.7% | +1.9% |
| 3M | -8.2% | +20.3% | -28.5% | -11.5% |
| 6M | +127.0% | +47.4% | +79.7% | +110.6% |
| YTD | +209.1% | +32.5% | +176.6% | +190.7% |
| 1Y | +365.4% | +9.5% | +355.9% | +348.8% |
| 3Y | +1,135.4% | +15.5% | +1,119.9% | +1,048.2% |
| 5Y | +991.5% | -71.2% | +1,062.7% | +997.0% |
| All | +1,021.2% | -56.8% | +1,078.0% | +1,016.3% |
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