+646.2%
STX vs APP
+809.0%
-162.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.8% | +5.0% | +9.3% |
| 7D | -14.8% | +79.2% | -93.9% | -21.7% |
| 30D | -35.4% | +48.0% | -83.4% | -38.9% |
| 3M | -37.7% | +18.2% | -55.9% | -39.3% |
| 6M | -35.2% | -12.5% | -22.7% | -34.7% |
| YTD | +84.4% | -39.2% | +123.5% | +92.7% |
| 1Y | +82.3% | -33.9% | +116.1% | +87.8% |
| 3Y | +646.2% | +933.3% | -287.0% | +430.0% |
| All | +646.2% | +809.0% | -162.8% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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