+3,343.4%
STX vs SU
+267.2%
+3,076.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -2.3% | +2.2% | -4.5% | -2.9% |
| 30D | -5.5% | +8.4% | -13.9% | -7.7% |
| 3M | -4.3% | +12.1% | -16.4% | -7.6% |
| 6M | +115.6% | +19.7% | +95.9% | +103.6% |
| YTD | +202.2% | +58.4% | +143.8% | +163.7% |
| 1Y | +325.3% | +67.2% | +258.1% | +265.3% |
| 3Y | +1,283.9% | +125.0% | +1,158.9% | +981.0% |
| 5Y | +1,048.3% | +355.1% | +693.3% | +626.2% |
| All | +3,343.4% | +267.2% | +3,076.2% | +2,282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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