+588.0%
STX vs AG
+219.8%
+368.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.5% |
| 7D | -28.5% | +6.3% | -34.8% | -29.4% |
| 30D | -42.9% | -8.9% | -34.0% | -41.9% |
| 3M | -45.9% | -12.2% | -33.7% | -45.0% |
| 6M | -41.3% | -28.3% | -13.0% | -38.4% |
| YTD | +67.9% | -8.8% | +76.8% | +68.1% |
| 1Y | +66.5% | +39.4% | +27.2% | +57.2% |
| 3Y | +588.0% | +229.4% | +358.6% | +458.1% |
| All | +588.0% | +219.8% | +368.2% | +458.1% |
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