+1,972.8%
STX vs USFR
+28.6%
+1,944.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +0.1% | +14.5% | +14.5% |
| 30D | -26.0% | +0.4% | -26.3% | -26.4% |
| 3M | -42.6% | +1.1% | -43.7% | -43.5% |
| 6M | -35.3% | +2.0% | -37.3% | -37.3% |
| YTD | +92.5% | +3.5% | +89.0% | +81.8% |
| 1Y | +102.4% | +4.1% | +98.3% | +89.3% |
| 3Y | +673.8% | +14.4% | +659.5% | +512.3% |
| 5Y | +463.1% | +21.4% | +441.6% | +299.7% |
| All | +1,972.8% | +28.6% | +1,944.3% | +1,279.4% |
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