+2,071.0%
STX vs STM
+433.9%
+1,637.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.8% | +3.0% | +6.6% |
| 7D | -14.8% | -5.6% | -9.2% | -11.9% |
| 30D | -35.4% | -14.4% | -20.9% | -30.0% |
| 3M | -37.7% | -20.5% | -17.2% | -30.6% |
| 6M | -35.2% | -24.5% | -10.7% | -27.4% |
| YTD | +84.4% | +72.7% | +11.7% | +43.1% |
| 1Y | +82.3% | +91.0% | -8.8% | +35.1% |
| 3Y | +646.2% | +13.5% | +632.7% | +546.7% |
| 5Y | +487.4% | -9.2% | +496.6% | +445.0% |
| 10Y | +2,071.0% | +422.5% | +1,648.5% | +904.5% |
| All | +2,071.0% | +433.9% | +1,637.1% | +904.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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