+123.8%
STX vs AR
+14.7%
+109.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.9% | -9.1% |
| 7D | -20.2% | -11.1% | -9.1% | -21.9% |
| 30D | -37.2% | +7.9% | -45.1% | -35.8% |
| 3M | -34.1% | +4.9% | -38.9% | -32.8% |
| 6M | -24.5% | -5.3% | -19.1% | -23.7% |
| YTD | +102.9% | +8.6% | +94.3% | +104.3% |
| 1Y | +123.8% | +13.7% | +110.1% | +121.0% |
| All | +123.8% | +14.7% | +109.1% | +121.0% |
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