+2,085.1%
STX vs ACI
+25.9%
+2,059.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.4% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +1.4% | +5.9% | -4.5% | +0.9% |
| 3M | -8.2% | -19.8% | +11.6% | -6.8% |
| 6M | +127.0% | -24.7% | +151.8% | +131.5% |
| YTD | +209.1% | -24.4% | +233.5% | +214.5% |
| 1Y | +365.4% | -31.5% | +396.9% | +379.8% |
| 3Y | +1,135.4% | -38.7% | +1,174.1% | +1,191.3% |
| 5Y | +991.5% | -42.8% | +1,034.3% | +1,035.5% |
| All | +2,085.1% | +25.9% | +2,059.2% | +1,884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling