+1,972.8%
STX vs XYZ
+597.9%
+1,375.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.7% |
| 7D | +14.6% | -1.1% | +15.7% | +14.9% |
| 30D | -26.0% | +11.5% | -37.5% | -28.1% |
| 3M | -42.6% | +1.8% | -44.4% | -43.3% |
| 6M | -35.3% | +21.2% | -56.5% | -39.0% |
| YTD | +92.5% | +29.9% | +62.5% | +76.5% |
| 1Y | +102.4% | +35.8% | +66.6% | +83.5% |
| 3Y | +673.8% | +62.6% | +611.2% | +535.8% |
| 5Y | +463.1% | -62.8% | +525.8% | +497.3% |
| All | +1,972.8% | +597.9% | +1,375.0% | +842.9% |
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