+8,652.1%
STX vs SM
+163.1%
+8,489.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -28.5% | -25.9% | -2.6% | -24.6% |
| 30D | -42.9% | -15.1% | -27.8% | -41.4% |
| 3M | -45.9% | +4.9% | -50.8% | -46.7% |
| 6M | -41.3% | +6.1% | -47.4% | -42.8% |
| YTD | +67.9% | +63.4% | +4.5% | +49.5% |
| 1Y | +66.5% | +72.5% | -5.9% | +46.3% |
| 3Y | +588.0% | -16.9% | +604.9% | +568.2% |
| 5Y | +449.1% | -10.6% | +459.7% | +404.4% |
| 10Y | +1,982.8% | +11.3% | +1,971.5% | +1,150.1% |
| All | +8,652.1% | +163.1% | +8,489.0% | +2,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling