+1,488.5%
STX vs ACHR
-46.3%
+1,534.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +8.0% | -5.4% | +13.4% | +8.7% |
| 30D | +5.1% | -19.7% | +24.8% | +7.5% |
| 3M | +5.8% | +7.9% | -2.2% | +4.0% |
| 6M | +124.9% | -13.8% | +138.7% | +126.4% |
| YTD | +213.9% | -27.5% | +241.4% | +220.4% |
| 1Y | +350.4% | -33.9% | +384.3% | +359.9% |
| 3Y | +1,314.2% | -20.0% | +1,334.2% | +1,236.5% |
| 5Y | +1,092.8% | -44.0% | +1,136.8% | +884.8% |
| All | +1,488.5% | -46.3% | +1,534.8% | +1,334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACHR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling