+1,967.8%
STX vs UL
+106.3%
+1,861.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -17.3% | +2.6% | -19.8% | -17.7% |
| 30D | -35.9% | +6.8% | -42.7% | -36.9% |
| 3M | -37.3% | +5.7% | -43.1% | -38.2% |
| 6M | -35.8% | +15.9% | -51.7% | -38.8% |
| YTD | +82.7% | +4.3% | +78.5% | +79.1% |
| 1Y | +71.6% | -0.4% | +72.1% | +70.2% |
| 3Y | +635.3% | +35.0% | +600.3% | +543.6% |
| 5Y | +483.8% | +31.6% | +452.2% | +406.3% |
| 10Y | +1,967.8% | +104.6% | +1,863.1% | +1,494.0% |
| All | +1,967.8% | +106.3% | +1,861.5% | +1,494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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