+481.0%
STX vs TER
+86.7%
+394.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +16.8% | +24.0% | -7.1% | +4.9% |
| 30D | -27.0% | -30.6% | +3.6% | -12.1% |
| 3M | -37.9% | -34.5% | -3.4% | -23.8% |
| 6M | -32.5% | -26.4% | -6.1% | -21.9% |
| YTD | +98.6% | +36.4% | +62.2% | +67.3% |
| 1Y | +93.6% | +47.4% | +46.2% | +57.7% |
| 3Y | +699.1% | +202.6% | +496.5% | +342.0% |
| 5Y | +481.0% | +83.9% | +397.1% | +232.5% |
| All | +481.0% | +86.7% | +394.3% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 5y: compounded portfolio wealth divided by compounded TER 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…
5y analysis · Full analysis span regression · 6 months rolling