+444.2%
STX vs ADVB
-97.5%
+541.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.3% |
| 7D | -28.5% | -13.9% | -14.6% | -28.0% |
| 30D | -42.9% | -68.1% | +25.2% | -41.1% |
| 3M | -45.9% | -73.4% | +27.5% | -44.0% |
| 6M | -41.3% | -70.8% | +29.5% | -40.3% |
| YTD | +67.9% | -66.1% | +134.0% | +68.3% |
| 1Y | +66.5% | -77.5% | +144.0% | +70.5% |
| All | +444.2% | -97.5% | +541.7% | +575.3% |
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