+365.4%
STX vs AR
+22.7%
+342.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.3% |
| 7D | +2.4% | +2.5% | -0.1% | +2.6% |
| 30D | +1.4% | +14.8% | -13.4% | +2.8% |
| 3M | -8.2% | +6.2% | -14.4% | -7.2% |
| 6M | +127.0% | +4.3% | +122.7% | +128.3% |
| YTD | +209.1% | +14.4% | +194.8% | +208.4% |
| 1Y | +365.4% | +21.3% | +344.1% | +370.6% |
| All | +365.4% | +22.7% | +342.8% | +370.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling