+16,011.1%
STX vs SM
+220.4%
+15,790.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.9% | +6.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +1.4% | +26.3% | -24.9% | -2.8% |
| 3M | -8.2% | +8.7% | -16.9% | -10.3% |
| 6M | +127.0% | +51.7% | +75.3% | +107.1% |
| YTD | +209.1% | +99.0% | +110.1% | +167.2% |
| 1Y | +365.4% | +34.6% | +330.8% | +327.6% |
| 3Y | +1,135.4% | -7.8% | +1,143.1% | +1,081.1% |
| 5Y | +991.5% | +104.8% | +886.7% | +768.6% |
| 10Y | +3,695.8% | +7.2% | +3,688.6% | +2,238.4% |
| All | +16,011.1% | +220.4% | +15,790.7% | +3,754.5% |
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