+1,042.0%
STX vs U
-31.3%
+1,073.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -2.0% |
| 7D | -28.5% | +36.6% | -65.1% | -32.3% |
| 30D | -42.9% | +13.3% | -56.2% | -44.4% |
| 3M | -45.9% | +26.2% | -72.1% | -48.3% |
| 6M | -41.3% | +88.7% | -130.0% | -47.6% |
| YTD | +67.9% | +16.6% | +51.4% | +58.4% |
| 1Y | +66.5% | +29.0% | +37.6% | +54.6% |
| 3Y | +588.0% | +99.5% | +488.5% | +464.4% |
| 5Y | +449.1% | -66.1% | +515.2% | +410.9% |
| All | +1,042.0% | -31.3% | +1,073.4% | +886.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling