+1,685.5%
STX vs TRU
+247.4%
+1,438.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.0% | +10.0% |
| 7D | -1.0% | 0.0% | -0.9% | -1.0% |
| 30D | -26.8% | +24.3% | -51.0% | -32.1% |
| 3M | -32.7% | +2.3% | -35.0% | -34.3% |
| 6M | -33.7% | +17.7% | -51.4% | -40.0% |
| YTD | +101.0% | -3.8% | +104.8% | +91.8% |
| 1Y | +92.7% | -0.3% | +93.0% | +81.2% |
| 3Y | +708.7% | +58.4% | +650.3% | +502.5% |
| 5Y | +504.0% | -24.0% | +528.0% | +490.1% |
| 10Y | +2,108.4% | +187.9% | +1,920.4% | +1,049.7% |
| All | +1,685.5% | +247.4% | +1,438.1% | +789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling