+673.8%
STX vs ALL
+117.7%
+556.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.0% |
| 7D | +14.6% | +5.0% | +9.6% | +16.3% |
| 30D | -26.0% | +13.3% | -39.3% | -23.0% |
| 3M | -42.6% | +3.2% | -45.8% | -41.5% |
| 6M | -35.3% | +25.3% | -60.6% | -32.0% |
| YTD | +92.5% | +30.5% | +62.0% | +101.6% |
| 1Y | +102.4% | +29.2% | +73.2% | +112.1% |
| 3Y | +673.8% | +119.1% | +554.7% | +650.0% |
| All | +673.8% | +117.7% | +556.1% | +650.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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