+1,972.8%
STX vs TRU
+183.1%
+1,789.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | 0.0% | +14.6% | +14.6% |
| 30D | -26.0% | +21.3% | -47.3% | -30.5% |
| 3M | -42.6% | +0.2% | -42.9% | -43.6% |
| 6M | -35.3% | +22.4% | -57.6% | -41.9% |
| YTD | +92.5% | -4.8% | +97.3% | +84.9% |
| 1Y | +102.4% | -0.2% | +102.6% | +90.7% |
| 3Y | +673.8% | +57.9% | +615.9% | +483.0% |
| 5Y | +463.1% | -26.1% | +489.2% | +459.3% |
| All | +1,972.8% | +183.1% | +1,789.7% | +1,331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling