+476.2%
STX vs ALM
+410.2%
+65.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.7% | -10.8% | -4.0% |
| 7D | +14.6% | +1.2% | +13.4% | +14.4% |
| 30D | -26.0% | -19.3% | -6.6% | -24.2% |
| 3M | -42.6% | -40.6% | -2.0% | -39.4% |
| 6M | -35.3% | -57.9% | +22.6% | -29.8% |
| YTD | +92.5% | -6.7% | +99.2% | +96.7% |
| 1Y | +102.4% | +20.2% | +82.2% | +103.7% |
| 3Y | +673.8% | +879.4% | -205.6% | +557.8% |
| All | +476.2% | +410.2% | +65.9% | +400.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling