+3,676.0%
STX vs T
+65.0%
+3,611.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +10.7% | -1.5% | +12.3% | +11.1% |
| 30D | +11.3% | +7.6% | +3.7% | +9.0% |
| 3M | +3.2% | +15.3% | -12.1% | -1.7% |
| 6M | +157.0% | -8.5% | +165.4% | +161.6% |
| YTD | +229.2% | +6.8% | +222.4% | +216.7% |
| 1Y | +381.8% | -7.2% | +389.1% | +384.8% |
| 3Y | +1,383.2% | +108.2% | +1,274.9% | +937.0% |
| 5Y | +1,144.9% | +66.1% | +1,078.8% | +847.0% |
| 10Y | +3,676.0% | +65.3% | +3,610.7% | +2,780.4% |
| All | +3,676.0% | +65.0% | +3,611.0% | +2,780.4% |
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