+2,416.9%
STX vs SW
+189.7%
+2,227.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -8.4% |
| 7D | -20.2% | +12.1% | -32.2% | -20.9% |
| 30D | -37.2% | +6.6% | -43.8% | -37.6% |
| 3M | -34.1% | -6.0% | -28.0% | -33.8% |
| 6M | -24.5% | +21.5% | -45.9% | -26.1% |
| YTD | +102.9% | +20.3% | +82.6% | +98.4% |
| 1Y | +123.8% | +28.1% | +95.6% | +117.7% |
| 3Y | +718.1% | +51.6% | +666.5% | +685.5% |
| 5Y | +573.6% | -0.1% | +573.7% | +549.9% |
| 10Y | +2,416.9% | +189.7% | +2,227.1% | +2,618.0% |
| All | +2,416.9% | +189.7% | +2,227.1% | +2,618.0% |
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