+1,077.4%
STX vs TRU
-36.4%
+1,113.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | +9.6% | -6.5% | +16.1% | +10.9% |
| 30D | +10.6% | -2.5% | +13.1% | +10.7% |
| 3M | +4.8% | +10.4% | -5.6% | -0.2% |
| 6M | +137.3% | +1.6% | +135.6% | +129.9% |
| YTD | +222.5% | -9.7% | +232.2% | +220.3% |
| 1Y | +366.2% | -17.3% | +383.5% | +374.2% |
| 3Y | +1,352.9% | -1.8% | +1,354.7% | +1,262.1% |
| 5Y | +1,077.4% | -36.2% | +1,113.7% | +1,263.3% |
| All | +1,077.4% | -36.4% | +1,113.9% | +1,263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling