+2,138.7%
STX vs U
-43.0%
+2,181.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +6.1% |
| 7D | +10.7% | +4.5% | +6.3% | +10.0% |
| 30D | +11.3% | -0.6% | +11.9% | +11.3% |
| 3M | +3.2% | +48.4% | -45.2% | -3.5% |
| 6M | +157.0% | +115.4% | +41.6% | +125.2% |
| YTD | +229.2% | -3.2% | +232.4% | +221.8% |
| 1Y | +381.8% | -6.0% | +387.9% | +371.2% |
| 3Y | +1,383.2% | +13.5% | +1,369.7% | +1,233.6% |
| 5Y | +1,144.9% | -68.0% | +1,212.9% | +1,085.1% |
| All | +2,138.7% | -43.0% | +2,181.7% | +1,905.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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