+123.8%
STX vs ACI
-18.4%
+142.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.7% | -6.5% |
| 7D | -20.2% | +4.5% | -24.7% | -18.2% |
| 30D | -37.2% | +20.9% | -58.1% | -31.9% |
| 3M | -34.1% | +15.2% | -49.3% | -29.4% |
| 6M | -24.5% | -13.3% | -11.1% | -24.8% |
| YTD | +102.9% | -16.2% | +119.1% | +102.1% |
| 1Y | +123.8% | -16.9% | +140.7% | +118.6% |
| All | +123.8% | -18.4% | +142.2% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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