+588.0%
STX vs ACI
-35.7%
+623.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -2.0% |
| 7D | -28.5% | -2.2% | -26.3% | -28.7% |
| 30D | -42.9% | +10.3% | -53.2% | -41.4% |
| 3M | -45.9% | +7.2% | -53.1% | -44.7% |
| 6M | -41.3% | -18.0% | -23.3% | -41.9% |
| YTD | +67.9% | -22.0% | +89.9% | +65.5% |
| 1Y | +66.5% | -23.4% | +89.9% | +63.9% |
| 3Y | +588.0% | -35.8% | +623.8% | +604.5% |
| All | +588.0% | -35.7% | +623.7% | +604.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling