+2,832.5%
STX vs USFR
+27.5%
+2,805.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +1.4% | +0.3% | +1.1% | +1.1% |
| 3M | -8.2% | +1.0% | -9.2% | -9.1% |
| 6M | +127.0% | +1.9% | +125.1% | +123.0% |
| YTD | +209.1% | +2.6% | +206.5% | +201.8% |
| 1Y | +365.4% | +4.0% | +361.4% | +348.6% |
| 3Y | +1,135.4% | +14.1% | +1,121.3% | +992.4% |
| 5Y | +991.5% | +20.4% | +971.1% | +818.6% |
| 10Y | +3,695.8% | +28.0% | +3,667.8% | +2,952.0% |
| All | +2,832.5% | +27.5% | +2,805.0% | +2,218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling