+588.0%
STX vs ALB
-16.8%
+604.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -28.5% | +9.1% | -37.5% | -30.1% |
| 30D | -42.9% | -3.4% | -39.5% | -42.6% |
| 3M | -45.9% | -20.6% | -25.3% | -43.3% |
| 6M | -41.3% | -48.2% | +6.9% | -32.2% |
| YTD | +67.9% | -29.2% | +97.2% | +79.5% |
| 1Y | +66.5% | +10.0% | +56.5% | +63.3% |
| 3Y | +588.0% | -12.9% | +600.9% | +544.5% |
| All | +588.0% | -16.8% | +604.8% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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