+3,635.3%
STX vs SW
+147.8%
+3,487.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.2% |
| 7D | +2.4% | -5.1% | +7.4% | +2.8% |
| 30D | +1.4% | -4.6% | +6.0% | +1.7% |
| 3M | -8.2% | +9.4% | -17.6% | -9.3% |
| 6M | +127.0% | +3.5% | +123.5% | +125.1% |
| YTD | +209.1% | +22.0% | +187.1% | +202.4% |
| 1Y | +365.4% | +2.2% | +363.2% | +360.4% |
| 3Y | +1,135.4% | +19.6% | +1,115.8% | +1,102.3% |
| 5Y | +991.5% | -2.3% | +993.8% | +954.4% |
| All | +3,635.3% | +147.8% | +3,487.5% | +3,600.2% |
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