+71.6%
STX vs AA
+4.5%
+67.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | +0.7% |
| 7D | -17.3% | +1.2% | -18.5% | -17.4% |
| 30D | -35.9% | -5.0% | -30.9% | -34.7% |
| 3M | -37.3% | -22.2% | -15.1% | -32.3% |
| 6M | -35.8% | -36.3% | +0.5% | -26.8% |
| YTD | +82.7% | -24.2% | +106.9% | +87.4% |
| 1Y | +71.6% | +3.9% | +67.8% | +52.3% |
| All | +71.6% | +4.5% | +67.1% | +52.3% |
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