+3,112.6%
STX vs AR
-27.2%
+3,139.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.4% |
| 7D | +2.4% | +2.5% | -0.1% | +2.0% |
| 30D | +1.4% | +14.8% | -13.4% | -0.7% |
| 3M | -8.2% | +6.2% | -14.4% | -9.3% |
| 6M | +127.0% | +4.3% | +122.7% | +124.1% |
| YTD | +209.1% | +14.4% | +194.8% | +200.0% |
| 1Y | +365.4% | +21.3% | +344.1% | +346.3% |
| 3Y | +1,135.4% | +39.8% | +1,095.6% | +1,043.3% |
| 5Y | +991.5% | +142.1% | +849.4% | +815.4% |
| 10Y | +3,695.8% | +52.0% | +3,643.8% | +3,410.8% |
| All | +3,112.6% | -27.2% | +3,139.8% | +3,046.7% |
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 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