+455.7%
STX vs USB
+22.2%
+433.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.1% | -14.2% | -15.4% |
| 7D | -33.4% | -1.5% | -31.9% | -33.0% |
| 30D | -42.1% | +4.3% | -46.4% | -43.2% |
| 3M | -44.3% | -6.1% | -38.2% | -42.9% |
| 6M | -39.4% | +9.4% | -48.8% | -42.4% |
| YTD | +70.0% | +15.2% | +54.8% | +57.7% |
| 1Y | +70.2% | +32.8% | +37.4% | +48.2% |
| 3Y | +585.2% | +91.3% | +493.9% | +405.5% |
| 5Y | +455.7% | +22.7% | +433.0% | +401.6% |
| All | +455.7% | +22.2% | +433.5% | +401.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling