+1,967.8%
STX vs STM
+431.2%
+1,536.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -17.3% | -7.9% | -9.4% | -13.5% |
| 30D | -35.9% | -14.1% | -21.8% | -30.7% |
| 3M | -37.3% | -17.6% | -19.7% | -31.3% |
| 6M | -35.8% | -24.2% | -11.6% | -28.1% |
| YTD | +82.7% | +73.3% | +9.4% | +41.5% |
| 1Y | +71.6% | +90.1% | -18.5% | +27.4% |
| 3Y | +635.3% | +10.3% | +624.9% | +545.4% |
| 5Y | +483.8% | -5.7% | +489.5% | +433.0% |
| 10Y | +1,967.8% | +444.1% | +1,523.7% | +755.7% |
| All | +1,967.8% | +431.2% | +1,536.6% | +755.7% |
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