+16,011.1%
STX vs UL
+547.6%
+15,463.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | -1.3% | +3.7% | +2.9% |
| 30D | +1.4% | +0.5% | +0.9% | +0.9% |
| 3M | -8.2% | +17.6% | -25.8% | -16.3% |
| 6M | +127.0% | -5.4% | +132.4% | +127.4% |
| YTD | +209.1% | +0.7% | +208.4% | +200.1% |
| 1Y | +365.4% | -9.3% | +374.7% | +371.2% |
| 3Y | +1,135.4% | +24.5% | +1,110.9% | +947.7% |
| 5Y | +991.5% | +23.2% | +968.3% | +806.7% |
| 10Y | +3,695.8% | +64.5% | +3,631.3% | +2,474.1% |
| All | +16,011.1% | +547.6% | +15,463.5% | +5,410.4% |
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