+1,907.5%
STX vs SW
+185.4%
+1,722.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.5% | -14.7% | -16.1% |
| 7D | -33.4% | +4.7% | -38.1% | -33.6% |
| 30D | -42.1% | +5.0% | -47.1% | -42.4% |
| 3M | -44.3% | -7.3% | -36.9% | -44.0% |
| 6M | -39.4% | +15.0% | -54.4% | -40.4% |
| YTD | +70.0% | +18.5% | +51.4% | +66.4% |
| 1Y | +70.2% | +27.1% | +43.0% | +65.7% |
| 3Y | +585.2% | +49.3% | +535.8% | +558.8% |
| 5Y | +455.7% | -1.6% | +457.3% | +436.8% |
| All | +1,907.5% | +185.4% | +1,722.1% | +2,074.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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