+1,087.0%
STX vs ACI
+29.9%
+1,057.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -28.5% | -2.2% | -26.3% | -28.4% |
| 30D | -42.9% | +10.3% | -53.2% | -43.3% |
| 3M | -45.9% | +7.2% | -53.1% | -46.3% |
| 6M | -41.3% | -18.0% | -23.3% | -40.6% |
| YTD | +67.9% | -22.0% | +89.9% | +70.3% |
| 1Y | +66.5% | -23.4% | +89.9% | +69.2% |
| 3Y | +588.0% | -35.8% | +623.8% | +614.8% |
| 5Y | +449.1% | -43.7% | +492.7% | +478.0% |
| All | +1,087.0% | +29.9% | +1,057.1% | +974.7% |
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