+443.6%
STX vs STM
-15.6%
+459.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -3.4% |
| 7D | -28.5% | -10.7% | -17.7% | -23.9% |
| 30D | -42.9% | -25.7% | -17.2% | -33.5% |
| 3M | -45.9% | -21.6% | -24.4% | -39.1% |
| 6M | -41.3% | -27.8% | -13.5% | -32.3% |
| YTD | +67.9% | +61.8% | +6.2% | +32.3% |
| 1Y | +66.5% | +78.1% | -11.6% | +25.4% |
| 3Y | +588.0% | +4.9% | +583.1% | +513.4% |
| All | +443.6% | -15.6% | +459.2% | +424.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling