+913.6%
STX vs ALAB
+490.6%
+423.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.8% | -3.4% | +4.4% |
| 7D | +2.4% | +7.2% | -4.9% | +0.9% |
| 30D | +1.4% | -2.5% | +3.9% | +1.9% |
| 3M | -8.2% | -13.3% | +5.1% | -6.1% |
| 6M | +127.0% | +172.8% | -45.8% | +95.1% |
| YTD | +209.1% | +86.6% | +122.6% | +175.7% |
| 1Y | +365.4% | +65.2% | +300.3% | +316.4% |
| All | +913.6% | +490.6% | +423.0% | +652.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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