+1,019.5%
STX vs A
-12.8%
+1,032.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.1% |
| 7D | +2.4% | -1.9% | +4.3% | +3.2% |
| 30D | +1.4% | +6.9% | -5.5% | -1.9% |
| 3M | -8.2% | +9.2% | -17.5% | -12.5% |
| 6M | +127.0% | +25.7% | +101.3% | +100.3% |
| YTD | +209.1% | +11.5% | +197.6% | +189.5% |
| 1Y | +365.4% | +18.4% | +347.1% | +321.5% |
| 3Y | +1,135.4% | +26.6% | +1,108.8% | +950.8% |
| All | +1,019.5% | -12.8% | +1,032.3% | +936.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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