+1,967.8%
STX vs USFR
+28.5%
+1,939.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | +0.1% | -17.4% | -17.4% |
| 30D | -35.9% | +0.4% | -36.3% | -36.3% |
| 3M | -37.3% | +1.1% | -38.4% | -38.3% |
| 6M | -35.8% | +2.1% | -37.9% | -37.9% |
| YTD | +82.7% | +3.4% | +79.3% | +72.7% |
| 1Y | +71.6% | +4.1% | +67.5% | +60.5% |
| 3Y | +635.3% | +14.4% | +620.9% | +481.9% |
| 5Y | +483.8% | +21.4% | +462.4% | +315.0% |
| 10Y | +1,967.8% | +28.5% | +1,939.2% | +1,281.0% |
| All | +1,967.8% | +28.5% | +1,939.2% | +1,281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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