+71.6%
STX vs AG
+24.7%
+46.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +0.9% |
| 7D | -17.3% | +6.0% | -23.2% | -18.8% |
| 30D | -35.9% | -13.5% | -22.4% | -33.1% |
| 3M | -37.3% | -20.7% | -16.6% | -33.5% |
| 6M | -35.8% | -31.5% | -4.3% | -30.1% |
| YTD | +82.7% | -10.1% | +92.9% | +69.3% |
| 1Y | +71.6% | +26.0% | +45.6% | +42.0% |
| All | +71.6% | +24.7% | +46.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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