+481.0%
STX vs STM
-4.9%
+485.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +16.8% | +16.3% | +0.6% | +8.4% |
| 30D | -27.0% | -6.3% | -20.8% | -24.0% |
| 3M | -37.9% | -14.1% | -23.8% | -32.9% |
| 6M | -32.5% | -19.6% | -12.9% | -26.1% |
| YTD | +98.6% | +80.1% | +18.5% | +48.6% |
| 1Y | +93.6% | +95.4% | -1.8% | +39.4% |
| 3Y | +699.1% | +14.7% | +684.4% | +583.9% |
| 5Y | +481.0% | -5.4% | +486.4% | +423.5% |
| All | +481.0% | -4.9% | +485.9% | +423.5% |
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 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