+2,108.4%
STX vs SM
+10.6%
+2,097.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.6% | +4.4% | +9.4% |
| 7D | -1.0% | +0.3% | -1.3% | -0.9% |
| 30D | -26.8% | -17.3% | -9.4% | -25.4% |
| 3M | -32.7% | -3.6% | -29.1% | -32.7% |
| 6M | -33.7% | +2.9% | -36.6% | -34.5% |
| YTD | +101.0% | +70.2% | +30.8% | +86.9% |
| 1Y | +92.7% | +66.5% | +26.2% | +79.3% |
| 3Y | +708.7% | -8.2% | +716.9% | +688.3% |
| 5Y | +504.0% | -1.5% | +505.5% | +473.7% |
| 10Y | +2,108.4% | +11.9% | +2,096.5% | +1,663.7% |
| All | +2,108.4% | +10.6% | +2,097.8% | +1,663.7% |
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