+8,652.1%
STX vs UL
+565.7%
+8,086.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | -28.5% | +1.1% | -29.6% | -29.1% |
| 30D | -42.9% | +8.2% | -51.1% | -45.2% |
| 3M | -45.9% | +4.5% | -50.5% | -47.6% |
| 6M | -41.3% | +12.6% | -53.8% | -46.0% |
| YTD | +67.9% | +3.5% | +64.4% | +59.5% |
| 1Y | +66.5% | -0.4% | +67.0% | +60.3% |
| 3Y | +588.0% | +36.0% | +552.0% | +454.5% |
| 5Y | +449.1% | +30.9% | +418.1% | +338.7% |
| 10Y | +1,982.8% | +97.5% | +1,885.3% | +1,167.2% |
| All | +8,652.1% | +565.7% | +8,086.4% | +2,828.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling