+3,676.0%
STX vs SO
+156.9%
+3,519.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.3% |
| 7D | +10.7% | +1.0% | +9.7% | +10.5% |
| 30D | +11.3% | -3.2% | +14.5% | +12.1% |
| 3M | +3.2% | -1.7% | +4.9% | +3.0% |
| 6M | +157.0% | -7.2% | +164.2% | +159.8% |
| YTD | +229.2% | +4.6% | +224.6% | +221.3% |
| 1Y | +381.8% | +1.2% | +380.6% | +373.2% |
| 3Y | +1,383.2% | +45.3% | +1,337.9% | +1,171.2% |
| 5Y | +1,144.9% | +58.7% | +1,086.2% | +918.5% |
| 10Y | +3,676.0% | +155.9% | +3,520.2% | +2,673.2% |
| All | +3,676.0% | +156.9% | +3,519.1% | +2,673.2% |
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