+1,077.4%
STX vs XYZ
-69.0%
+1,146.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | +9.6% | -3.7% | +13.3% | +10.4% |
| 30D | +10.6% | +0.5% | +10.1% | +10.3% |
| 3M | +4.8% | +16.3% | -11.5% | +0.5% |
| 6M | +137.3% | +21.1% | +116.1% | +124.8% |
| YTD | +222.5% | +22.0% | +200.5% | +202.8% |
| 1Y | +366.2% | +5.2% | +361.1% | +349.9% |
| 3Y | +1,352.9% | +49.6% | +1,303.3% | +1,123.7% |
| 5Y | +1,077.4% | -68.4% | +1,145.9% | +1,081.3% |
| All | +1,077.4% | -69.0% | +1,146.4% | +1,081.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling