+1,019.5%
STX vs AA
+10.5%
+1,009.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +6.9% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | +1.4% | +5.0% | -3.6% | -0.4% |
| 3M | -8.2% | -35.8% | +27.6% | +2.3% |
| 6M | +127.0% | -18.4% | +145.4% | +135.2% |
| YTD | +209.1% | -5.5% | +214.6% | +208.0% |
| 1Y | +365.4% | +61.0% | +304.5% | +301.9% |
| 3Y | +1,135.4% | +66.2% | +1,069.2% | +902.2% |
| All | +1,019.5% | +10.5% | +1,009.1% | +849.9% |
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