+588.0%
STX vs APA
+24.2%
+563.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -28.5% | -15.5% | -13.0% | -27.4% |
| 30D | -42.9% | +2.4% | -45.3% | -43.0% |
| 3M | -45.9% | +22.8% | -68.7% | -47.2% |
| 6M | -41.3% | +17.9% | -59.2% | -42.6% |
| YTD | +67.9% | +87.7% | -19.7% | +50.0% |
| 1Y | +66.5% | +94.2% | -27.7% | +46.9% |
| 3Y | +588.0% | +27.2% | +560.8% | +463.0% |
| All | +588.0% | +24.2% | +563.8% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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