+476.2%
STX vs AR
+99.4%
+376.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +7.4% | +7.2% | +13.2% |
| 30D | -26.0% | +5.8% | -31.7% | -26.7% |
| 3M | -42.6% | +5.2% | -47.8% | -43.3% |
| 6M | -35.3% | +5.4% | -40.7% | -36.4% |
| YTD | +92.5% | +12.4% | +80.0% | +84.8% |
| 1Y | +102.4% | +12.8% | +89.6% | +93.8% |
| 3Y | +673.8% | +47.2% | +626.6% | +588.5% |
| All | +476.2% | +99.4% | +376.8% | +366.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling