+3,635.3%
STX vs USB
+107.5%
+3,527.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | +2.4% | +1.4% | +0.9% | +1.7% |
| 30D | +1.4% | -1.3% | +2.7% | +2.0% |
| 3M | -8.2% | +15.2% | -23.5% | -14.3% |
| 6M | +127.0% | +18.8% | +108.2% | +108.8% |
| YTD | +209.1% | +21.0% | +188.1% | +181.6% |
| 1Y | +365.4% | +34.0% | +331.4% | +303.6% |
| 3Y | +1,135.4% | +95.3% | +1,040.1% | +791.5% |
| 5Y | +991.5% | +40.4% | +951.1% | +793.9% |
| All | +3,635.3% | +107.5% | +3,527.8% | +2,244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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