+123.8%
STX vs ACN
+10.1%
+113.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -6.5% |
| 7D | -20.2% | +8.6% | -28.8% | -17.1% |
| 30D | -37.2% | +36.6% | -73.8% | -28.1% |
| 3M | -34.1% | +56.3% | -90.4% | -18.7% |
| 6M | -24.5% | +49.7% | -74.1% | +0.6% |
| YTD | +102.9% | +1.3% | +101.6% | +148.7% |
| 1Y | +123.8% | +11.9% | +111.9% | +185.2% |
| All | +123.8% | +10.1% | +113.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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