+450.7%
STX vs ADVB
-97.6%
+548.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.5% | -6.7% | -15.9% |
| 7D | -33.4% | -28.0% | -5.4% | -32.6% |
| 30D | -42.1% | -70.2% | +28.1% | -40.1% |
| 3M | -44.3% | -76.1% | +31.8% | -42.2% |
| 6M | -39.4% | -72.3% | +32.9% | -38.2% |
| YTD | +70.0% | -67.5% | +137.4% | +70.6% |
| 1Y | +70.2% | -78.6% | +148.7% | +74.5% |
| All | +450.7% | -97.6% | +548.3% | +584.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling