+3,621.5%
STX vs USFR
+28.0%
+3,593.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | +10.6% | +0.3% | +10.3% | +10.1% |
| 3M | +4.8% | +1.0% | +3.8% | +3.1% |
| 6M | +137.3% | +1.9% | +135.3% | +129.5% |
| YTD | +222.5% | +2.7% | +219.8% | +208.0% |
| 1Y | +366.2% | +4.0% | +362.2% | +335.3% |
| 3Y | +1,352.9% | +14.0% | +1,338.9% | +1,046.7% |
| 5Y | +1,077.4% | +20.4% | +1,057.0% | +739.7% |
| 10Y | +3,621.5% | +28.0% | +3,593.5% | +2,319.6% |
| All | +3,621.5% | +28.0% | +3,593.5% | +2,319.6% |
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