+8,652.1%
STX vs TER
+1,626.1%
+7,026.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.4% |
| 7D | -28.5% | -20.5% | -8.0% | -19.5% |
| 30D | -42.9% | -47.0% | +4.1% | -21.8% |
| 3M | -45.9% | -43.3% | -2.6% | -28.9% |
| 6M | -41.3% | -42.9% | +1.6% | -23.6% |
| YTD | +67.9% | +12.9% | +55.1% | +53.3% |
| 1Y | +66.5% | +18.2% | +48.3% | +48.9% |
| 3Y | +588.0% | +151.8% | +436.2% | +297.0% |
| 5Y | +449.1% | +54.2% | +394.8% | +280.2% |
| 10Y | +1,982.8% | +908.2% | +1,074.6% | +408.3% |
| All | +8,652.1% | +1,626.1% | +7,026.0% | +1,178.7% |
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