+1,153.9%
STX vs U
-31.4%
+1,185.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.8% |
| 7D | -14.8% | +32.3% | -47.1% | -18.9% |
| 30D | -35.4% | +9.7% | -45.1% | -36.7% |
| 3M | -37.7% | +19.6% | -57.3% | -39.9% |
| 6M | -35.2% | +82.6% | -117.9% | -41.9% |
| YTD | +84.4% | +16.4% | +68.0% | +73.9% |
| 1Y | +82.3% | +28.5% | +53.8% | +69.3% |
| 3Y | +646.2% | +103.8% | +542.5% | +510.4% |
| 5Y | +487.4% | -70.0% | +557.5% | +452.9% |
| All | +1,153.9% | -31.4% | +1,185.3% | +983.7% |
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