+1,972.8%
STX vs SO
+197.2%
+1,775.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | +14.6% | +1.4% | +13.2% | +14.3% |
| 30D | -26.0% | +4.7% | -30.7% | -26.8% |
| 3M | -42.6% | +1.7% | -44.3% | -43.0% |
| 6M | -35.3% | +2.2% | -37.4% | -36.2% |
| YTD | +92.5% | +10.0% | +82.5% | +85.3% |
| 1Y | +102.4% | +6.0% | +96.3% | +96.8% |
| 3Y | +673.8% | +54.1% | +619.7% | +552.7% |
| 5Y | +463.1% | +79.6% | +383.4% | +342.1% |
| All | +1,972.8% | +197.2% | +1,775.7% | +1,370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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