+123.8%
STX vs AA
+13.9%
+109.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -9.0% |
| 7D | -20.2% | +0.9% | -21.1% | -20.5% |
| 30D | -37.2% | -6.4% | -30.8% | -35.9% |
| 3M | -34.1% | -13.0% | -21.1% | -31.7% |
| 6M | -24.5% | -34.6% | +10.2% | -14.6% |
| YTD | +102.9% | -23.0% | +126.0% | +106.1% |
| 1Y | +123.8% | +16.0% | +107.8% | +83.0% |
| All | +123.8% | +13.9% | +109.9% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling