+1,645.2%
STX vs AR
-33.4%
+1,678.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -28.5% | -14.3% | -14.2% | -26.8% |
| 30D | -42.9% | +1.4% | -44.4% | -43.0% |
| 3M | -45.9% | +3.4% | -49.3% | -46.3% |
| 6M | -41.3% | -2.1% | -39.2% | -41.5% |
| YTD | +67.9% | +4.7% | +63.2% | +64.7% |
| 1Y | +66.5% | +10.6% | +55.9% | +61.7% |
| 3Y | +588.0% | +24.6% | +563.4% | +547.1% |
| 5Y | +449.1% | +71.9% | +377.2% | +381.7% |
| 10Y | +1,982.8% | +46.4% | +1,936.5% | +1,825.1% |
| All | +1,645.2% | -33.4% | +1,678.6% | +1,627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling