+1,883.6%
STX vs SO
+177.2%
+1,706.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -28.5% | -1.5% | -27.0% | -28.3% |
| 30D | -42.9% | +8.1% | -51.0% | -44.0% |
| 3M | -45.9% | +0.2% | -46.1% | -46.1% |
| 6M | -41.3% | +0.4% | -41.7% | -41.9% |
| YTD | +67.9% | +8.5% | +59.4% | +62.3% |
| 1Y | +66.5% | +4.9% | +61.6% | +62.3% |
| 3Y | +588.0% | +47.9% | +540.1% | +488.9% |
| 5Y | +449.1% | +75.7% | +373.4% | +335.1% |
| All | +1,883.6% | +177.2% | +1,706.5% | +1,340.8% |
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