+1,972.8%
STX vs SM
+18.0%
+1,954.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +14.6% | +9.4% | +5.2% | +13.5% |
| 30D | -26.0% | -14.4% | -11.6% | -24.8% |
| 3M | -42.6% | +1.6% | -44.2% | -42.9% |
| 6M | -35.3% | +6.3% | -41.6% | -36.2% |
| YTD | +92.5% | +78.8% | +13.7% | +78.0% |
| 1Y | +102.4% | +83.1% | +19.3% | +86.4% |
| 3Y | +673.8% | -5.9% | +679.7% | +652.2% |
| 5Y | +463.1% | +4.8% | +458.2% | +431.5% |
| All | +1,972.8% | +18.0% | +1,954.8% | +1,544.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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