+1,335.2%
STX vs ADI
+111.0%
+1,224.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.3% |
| 7D | +2.4% | +0.4% | +1.9% | +2.1% |
| 30D | +1.4% | -3.8% | +5.2% | +4.1% |
| 3M | -8.2% | -15.3% | +7.0% | +3.1% |
| 6M | +127.0% | +6.7% | +120.3% | +121.1% |
| YTD | +209.1% | +34.8% | +174.4% | +166.0% |
| 1Y | +365.4% | +49.0% | +316.4% | +279.4% |
| All | +1,335.2% | +111.0% | +1,224.2% | +865.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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