+16,011.1%
STX vs T
+610.6%
+15,400.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.3% | +7.1% |
| 7D | +2.4% | -1.3% | +3.6% | +2.8% |
| 30D | +1.4% | +11.4% | -10.0% | -3.2% |
| 3M | -8.2% | +14.3% | -22.5% | -14.5% |
| 6M | +127.0% | -9.3% | +136.3% | +131.8% |
| YTD | +209.1% | +7.1% | +202.0% | +191.8% |
| 1Y | +365.4% | -9.1% | +374.5% | +369.2% |
| 3Y | +1,135.4% | +105.3% | +1,030.1% | +714.3% |
| 5Y | +991.5% | +66.8% | +924.7% | +676.4% |
| 10Y | +3,695.8% | +66.8% | +3,629.0% | +2,519.5% |
| All | +16,011.1% | +610.6% | +15,400.5% | +6,105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling