+443.6%
STX vs AA
-15.4%
+459.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.0% |
| 7D | -28.5% | +0.9% | -29.4% | -28.6% |
| 30D | -42.9% | -6.7% | -36.2% | -41.8% |
| 3M | -45.9% | -16.3% | -29.6% | -43.5% |
| 6M | -41.3% | -37.1% | -4.2% | -34.1% |
| YTD | +67.9% | -25.0% | +93.0% | +78.2% |
| 1Y | +66.5% | +8.6% | +57.9% | +60.0% |
| 3Y | +588.0% | +57.2% | +530.7% | +464.2% |
| All | +443.6% | -15.4% | +459.0% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling