+10,476.1%
STX vs USB
+548.8%
+9,927.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -9.0% |
| 7D | -20.2% | +2.4% | -22.6% | -21.1% |
| 30D | -37.2% | +6.6% | -43.8% | -39.2% |
| 3M | -34.1% | -4.1% | -30.0% | -33.2% |
| 6M | -24.5% | +12.5% | -36.9% | -29.3% |
| YTD | +102.9% | +17.6% | +85.3% | +86.2% |
| 1Y | +123.8% | +36.5% | +87.3% | +92.0% |
| 3Y | +718.1% | +95.4% | +622.7% | +490.6% |
| 5Y | +573.6% | +26.1% | +547.4% | +472.4% |
| 10Y | +2,416.9% | +101.3% | +2,315.6% | +1,534.2% |
| All | +10,476.1% | +548.8% | +9,927.2% | +3,680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling