+123.8%
STX vs ARM
+18.4%
+105.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.3% | -2.9% | -6.1% |
| 7D | -20.2% | -18.7% | -1.5% | -13.4% |
| 30D | -37.2% | -36.7% | -0.5% | -25.4% |
| 3M | -34.1% | -31.6% | -2.4% | -25.0% |
| 6M | -24.5% | -5.6% | -18.8% | -19.8% |
| YTD | +102.9% | +75.5% | +27.5% | +66.5% |
| 1Y | +123.8% | +19.3% | +104.5% | +162.5% |
| All | +123.8% | +18.4% | +105.4% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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