+901.7%
STX vs ADVB
-88.3%
+990.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.4% |
| 7D | +2.4% | -3.8% | +6.1% | +2.4% |
| 30D | +1.4% | +17.6% | -16.2% | +0.9% |
| 3M | -8.2% | +119.1% | -127.4% | -11.3% |
| 6M | +127.0% | +103.4% | +23.6% | +116.2% |
| YTD | +209.1% | +59.8% | +149.3% | +197.4% |
| 1Y | +365.4% | +8.5% | +356.9% | +353.6% |
| All | +901.7% | -88.3% | +990.0% | +1,093.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling