+571.4%
STX vs APP
+408.7%
+162.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +31.0% | -47.3% | -20.6% |
| 7D | -33.4% | +39.7% | -73.1% | -37.7% |
| 30D | -42.1% | +27.7% | -69.8% | -45.0% |
| 3M | -44.3% | -14.8% | -29.5% | -44.0% |
| 6M | -39.4% | -25.5% | -13.9% | -38.2% |
| YTD | +70.0% | -47.2% | +117.1% | +79.9% |
| 1Y | +70.2% | -42.3% | +112.5% | +77.4% |
| 3Y | +585.2% | +806.8% | -221.6% | +317.3% |
| 5Y | +455.7% | +261.6% | +194.0% | +264.8% |
| All | +571.4% | +408.7% | +162.7% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling