+492.1%
STX vs ADVB
-97.4%
+589.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | -17.3% | -4.1% | -13.2% | -17.1% |
| 30D | -35.9% | -60.3% | +24.3% | -34.2% |
| 3M | -37.3% | -73.3% | +36.0% | -35.2% |
| 6M | -35.8% | -65.9% | +30.1% | -35.0% |
| YTD | +82.7% | -63.9% | +146.6% | +82.7% |
| 1Y | +71.6% | -74.1% | +145.8% | +74.5% |
| All | +492.1% | -97.4% | +589.5% | +633.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling