+1,775.6%
STX vs TE
-48.3%
+1,823.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.0% | -3.5% | +5.5% |
| 7D | +10.7% | +18.2% | -7.5% | +8.9% |
| 30D | +11.3% | -13.5% | +24.8% | +12.5% |
| 3M | +3.2% | -44.6% | +47.8% | +8.2% |
| 6M | +157.0% | -24.7% | +181.7% | +158.9% |
| YTD | +229.2% | -24.3% | +253.5% | +229.5% |
| 1Y | +381.8% | +155.6% | +226.3% | +326.6% |
| 3Y | +1,383.2% | -18.3% | +1,401.4% | +1,272.2% |
| 5Y | +1,144.9% | -41.3% | +1,186.2% | +1,052.7% |
| All | +1,775.6% | -48.3% | +1,823.9% | +1,659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling