+381.8%
STX vs AA
+62.9%
+318.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +2.9% | +5.5% |
| 7D | +10.7% | +1.7% | +9.1% | +10.2% |
| 30D | +11.3% | +3.3% | +7.9% | +9.8% |
| 3M | +3.2% | -29.4% | +32.6% | +13.0% |
| 6M | +157.0% | -12.8% | +169.8% | +160.0% |
| YTD | +229.2% | -2.1% | +231.3% | +222.5% |
| 1Y | +381.8% | +62.8% | +319.1% | +319.2% |
| All | +381.8% | +62.9% | +318.9% | +319.2% |
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