+1,737.3%
STX vs TE
-49.8%
+1,787.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +0.9% | -1.7% |
| 7D | +9.6% | +15.0% | -5.4% | +8.1% |
| 30D | +10.6% | -7.5% | +18.1% | +11.2% |
| 3M | +4.8% | -42.0% | +46.8% | +9.5% |
| 6M | +137.3% | -31.4% | +168.7% | +141.0% |
| YTD | +222.5% | -26.5% | +249.0% | +223.7% |
| 1Y | +366.2% | +153.1% | +213.1% | +313.3% |
| 3Y | +1,352.9% | -20.7% | +1,373.6% | +1,248.2% |
| 5Y | +1,077.4% | -45.4% | +1,122.9% | +997.7% |
| All | +1,737.3% | -49.8% | +1,787.1% | +1,628.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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