+483.8%
STX vs APP
+301.6%
+182.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | -17.3% | +61.1% | -78.4% | -24.2% |
| 30D | -35.9% | +42.8% | -78.7% | -40.2% |
| 3M | -37.3% | +16.7% | -54.0% | -39.7% |
| 6M | -35.8% | -15.6% | -20.2% | -35.6% |
| YTD | +82.7% | -41.3% | +124.0% | +90.8% |
| 1Y | +71.6% | -39.3% | +110.9% | +77.9% |
| 3Y | +635.3% | +803.2% | -167.9% | +345.6% |
| 5Y | +483.8% | +313.2% | +170.6% | +289.6% |
| All | +483.8% | +301.6% | +182.2% | +289.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling