+673.8%
STX vs ALB
-14.4%
+688.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | +14.6% | -5.8% | +20.4% | +16.2% |
| 30D | -26.0% | -4.5% | -21.4% | -25.3% |
| 3M | -42.6% | -28.1% | -14.5% | -38.3% |
| 6M | -35.3% | -53.2% | +17.9% | -23.5% |
| YTD | +92.5% | -33.3% | +125.8% | +108.6% |
| 1Y | +102.4% | -17.4% | +119.8% | +110.5% |
| 3Y | +673.8% | -14.1% | +688.0% | +630.9% |
| All | +673.8% | -14.4% | +688.3% | +630.9% |
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