+2,108.4%
STX vs T
+61.4%
+2,047.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.5% | +8.5% | +9.7% |
| 7D | -1.0% | +2.0% | -2.9% | -1.3% |
| 30D | -26.8% | -1.0% | -25.7% | -26.8% |
| 3M | -32.7% | -8.1% | -24.6% | -32.0% |
| 6M | -33.7% | -8.3% | -25.5% | -33.5% |
| YTD | +101.0% | -6.1% | +107.1% | +98.0% |
| 1Y | +92.7% | -7.4% | +100.1% | +90.4% |
| 3Y | +708.7% | +65.4% | +643.3% | +507.2% |
| 5Y | +504.0% | +57.6% | +446.4% | +351.4% |
| 10Y | +2,108.4% | +61.4% | +2,047.0% | +1,643.1% |
| All | +2,108.4% | +61.4% | +2,047.0% | +1,643.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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