+443.6%
STX vs ALM
+396.4%
+47.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -28.5% | -6.7% | -21.8% | -27.8% |
| 30D | -42.9% | -32.9% | -10.0% | -40.3% |
| 3M | -45.9% | -39.5% | -6.4% | -43.0% |
| 6M | -41.3% | -62.0% | +20.7% | -35.9% |
| YTD | +67.9% | -7.8% | +75.8% | +72.0% |
| 1Y | +66.5% | +26.7% | +39.8% | +67.5% |
| 3Y | +588.0% | +825.4% | -237.4% | +489.2% |
| All | +443.6% | +396.4% | +47.2% | +373.3% |
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