+16,011.1%
STX vs TPR
+2,274.2%
+13,736.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | -2.3% | +4.7% | +3.2% |
| 30D | +1.4% | -23.0% | +24.4% | +10.1% |
| 3M | -8.2% | -12.5% | +4.3% | -5.7% |
| 6M | +127.0% | -21.4% | +148.5% | +142.1% |
| YTD | +209.1% | -3.5% | +212.7% | +203.4% |
| 1Y | +365.4% | +17.4% | +348.1% | +322.1% |
| 3Y | +1,135.4% | +291.3% | +844.1% | +579.4% |
| 5Y | +991.5% | +241.9% | +749.6% | +510.6% |
| 10Y | +3,695.8% | +322.7% | +3,373.2% | +1,530.0% |
| All | +16,011.1% | +2,274.2% | +13,736.9% | +2,795.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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