+102.4%
STX vs AR
+11.3%
+91.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +7.4% | +7.2% | +15.5% |
| 30D | -26.0% | +5.8% | -31.7% | -24.9% |
| 3M | -42.6% | +5.2% | -47.8% | -41.7% |
| 6M | -35.3% | +5.4% | -40.7% | -33.9% |
| YTD | +92.5% | +12.4% | +80.0% | +93.9% |
| 1Y | +102.4% | +12.8% | +89.6% | +103.7% |
| All | +102.4% | +11.3% | +91.1% | +103.7% |
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