+123.8%
STX vs ADVB
-76.7%
+200.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.5% | -3.6% | -8.0% |
| 7D | -20.2% | -29.5% | +9.3% | -19.6% |
| 30D | -37.2% | -66.9% | +29.7% | -36.1% |
| 3M | -34.1% | -73.7% | +39.7% | -32.8% |
| 6M | -24.5% | -64.8% | +40.3% | -23.4% |
| YTD | +102.9% | -64.0% | +167.0% | +107.4% |
| 1Y | +123.8% | -77.0% | +200.8% | +141.2% |
| All | +123.8% | -76.7% | +200.5% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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