+7,871.8%
STX vs ACM
+230.8%
+7,641.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +2.4% | -3.7% | +6.1% | +4.0% |
| 30D | +1.4% | -11.1% | +12.5% | +5.3% |
| 3M | -8.2% | -8.0% | -0.2% | -7.0% |
| 6M | +127.0% | -29.7% | +156.7% | +157.9% |
| YTD | +209.1% | -29.4% | +238.5% | +246.1% |
| 1Y | +365.4% | -46.4% | +411.9% | +487.0% |
| 3Y | +1,135.4% | -22.3% | +1,157.7% | +1,204.7% |
| 5Y | +991.5% | +4.5% | +987.0% | +898.3% |
| 10Y | +3,695.8% | +127.6% | +3,568.2% | +2,153.5% |
| All | +7,871.8% | +230.8% | +7,641.0% | +3,857.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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