+123.8%
STX vs ALM
+44.8%
+79.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.2% | -9.3% | -8.5% |
| 7D | -20.2% | -6.4% | -13.8% | -18.7% |
| 30D | -37.2% | -35.0% | -2.2% | -29.5% |
| 3M | -34.1% | -33.8% | -0.2% | -26.9% |
| 6M | -24.5% | -55.0% | +30.6% | -9.5% |
| YTD | +102.9% | -0.2% | +103.2% | +94.0% |
| 1Y | +123.8% | +41.8% | +82.0% | +88.0% |
| All | +123.8% | +44.8% | +79.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling