+3,343.4%
STX vs XYZ
+610.4%
+2,733.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -2.3% | -4.3% | +2.0% | -1.3% |
| 30D | -5.5% | +1.2% | -6.7% | -5.9% |
| 3M | -4.3% | +14.6% | -18.9% | -8.1% |
| 6M | +115.6% | +22.6% | +93.1% | +103.3% |
| YTD | +202.2% | +21.7% | +180.5% | +182.8% |
| 1Y | +325.3% | +6.7% | +318.6% | +308.0% |
| 3Y | +1,283.9% | +46.8% | +1,237.1% | +1,064.1% |
| 5Y | +1,048.3% | -68.0% | +1,116.4% | +1,164.1% |
| All | +3,343.4% | +610.4% | +2,733.0% | +1,548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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