+673.8%
STX vs AG
+195.3%
+478.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.6% |
| 7D | +14.6% | -10.0% | +24.6% | +17.0% |
| 30D | -26.0% | -10.5% | -15.5% | -24.4% |
| 3M | -42.6% | -27.3% | -15.4% | -39.4% |
| 6M | -35.3% | -43.0% | +7.7% | -29.2% |
| YTD | +92.5% | -17.9% | +110.4% | +96.6% |
| 1Y | +102.4% | +11.9% | +90.5% | +97.6% |
| 3Y | +673.8% | +201.8% | +472.0% | +551.2% |
| All | +673.8% | +195.3% | +478.5% | +551.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling