+71.6%
STX vs AR
+9.7%
+61.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.3% | +4.5% | +9.2% |
| 7D | -17.3% | -5.8% | -11.5% | -18.3% |
| 30D | -35.9% | +4.8% | -40.8% | -35.1% |
| 3M | -37.3% | +1.5% | -38.8% | -36.6% |
| 6M | -35.8% | +4.7% | -40.5% | -34.6% |
| YTD | +82.7% | +9.2% | +73.5% | +83.2% |
| 1Y | +71.6% | +11.2% | +60.5% | +69.2% |
| All | +71.6% | +9.7% | +61.9% | +69.2% |
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