+3,621.5%
STX vs UL
+65.2%
+3,556.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.7% |
| 7D | +9.6% | -3.2% | +12.8% | +10.3% |
| 30D | +10.6% | -0.6% | +11.2% | +10.6% |
| 3M | +4.8% | +9.4% | -4.6% | +1.5% |
| 6M | +137.3% | -4.1% | +141.4% | +137.8% |
| YTD | +222.5% | -2.0% | +224.5% | +220.7% |
| 1Y | +366.2% | -9.0% | +375.2% | +372.4% |
| 3Y | +1,352.9% | +21.8% | +1,331.1% | +1,210.3% |
| 5Y | +1,077.4% | +20.6% | +1,056.9% | +948.1% |
| 10Y | +3,621.5% | +67.7% | +3,553.8% | +2,978.7% |
| All | +3,621.5% | +65.2% | +3,556.3% | +2,978.7% |
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