+16,011.1%
STX vs TER
+2,724.2%
+13,286.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.9% | +3.7% |
| 7D | +2.4% | +0.6% | +1.7% | +2.0% |
| 30D | +1.4% | -8.3% | +9.7% | +6.0% |
| 3M | -8.2% | -12.2% | +4.0% | -2.2% |
| 6M | +127.0% | +17.1% | +110.0% | +103.9% |
| YTD | +209.1% | +84.7% | +124.5% | +123.5% |
| 1Y | +365.4% | +199.9% | +165.5% | +167.9% |
| 3Y | +1,135.4% | +232.8% | +902.6% | +525.4% |
| 5Y | +991.5% | +198.6% | +792.9% | +448.4% |
| 10Y | +3,695.8% | +1,669.7% | +2,026.1% | +607.3% |
| All | +16,011.1% | +2,724.2% | +13,286.9% | +1,763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling