+443.6%
STX vs U
-66.8%
+510.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -2.0% |
| 7D | -28.5% | +36.6% | -65.1% | -32.5% |
| 30D | -42.9% | +13.3% | -56.2% | -44.5% |
| 3M | -45.9% | +26.2% | -72.1% | -48.4% |
| 6M | -41.3% | +88.7% | -130.0% | -48.0% |
| YTD | +67.9% | +16.6% | +51.4% | +57.9% |
| 1Y | +66.5% | +29.0% | +37.6% | +53.9% |
| 3Y | +588.0% | +99.5% | +488.5% | +455.8% |
| All | +443.6% | -66.8% | +510.4% | +422.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling