+2,071.0%
STX vs SM
+4.9%
+2,066.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.7% | +12.5% | +10.1% |
| 7D | -14.8% | -22.3% | +7.5% | -12.5% |
| 30D | -35.4% | -21.4% | -14.0% | -33.8% |
| 3M | -37.7% | +1.4% | -39.0% | -38.0% |
| 6M | -35.2% | +0.1% | -35.3% | -35.8% |
| YTD | +84.4% | +59.0% | +25.4% | +72.6% |
| 1Y | +82.3% | +64.3% | +17.9% | +69.7% |
| 3Y | +646.2% | -13.1% | +659.4% | +631.3% |
| 5Y | +487.4% | -13.9% | +501.3% | +464.7% |
| 10Y | +2,071.0% | +1.7% | +2,069.4% | +1,646.3% |
| All | +2,071.0% | +4.9% | +2,066.1% | +1,646.3% |
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