+8,652.1%
STX vs A
+1,633.7%
+7,018.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | -28.5% | -0.1% | -28.4% | -28.3% |
| 30D | -42.9% | +3.4% | -46.3% | -43.6% |
| 3M | -45.9% | +23.8% | -69.7% | -51.9% |
| 6M | -41.3% | +49.0% | -90.3% | -53.7% |
| YTD | +67.9% | +29.4% | +38.5% | +42.6% |
| 1Y | +66.5% | +19.4% | +47.1% | +47.6% |
| 3Y | +588.0% | +66.2% | +521.8% | +395.0% |
| 5Y | +449.1% | +15.8% | +433.3% | +370.0% |
| 10Y | +1,982.8% | +326.1% | +1,656.7% | +730.5% |
| All | +8,652.1% | +1,633.7% | +7,018.4% | +1,548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling