+487.4%
STX vs USFR
+21.3%
+466.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | -14.8% | +0.1% | -14.8% | -14.6% |
| 30D | -35.4% | +0.4% | -35.7% | -34.9% |
| 3M | -37.7% | +1.1% | -38.7% | -36.3% |
| 6M | -35.2% | +2.0% | -37.2% | -33.0% |
| YTD | +84.4% | +3.4% | +81.0% | +91.2% |
| 1Y | +82.3% | +4.1% | +78.2% | +89.5% |
| 3Y | +646.2% | +14.3% | +631.9% | +645.3% |
| 5Y | +487.4% | +21.3% | +466.1% | +546.5% |
| All | +487.4% | +21.3% | +466.1% | +546.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling