+745.2%
STX vs ARM
+232.1%
+513.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.7% | +3.1% | +8.1% |
| 7D | -14.8% | -5.3% | -9.4% | -13.2% |
| 30D | -35.4% | -30.0% | -5.3% | -29.2% |
| 3M | -37.7% | -34.1% | -3.6% | -31.4% |
| 6M | -35.2% | -12.6% | -22.6% | -32.2% |
| YTD | +84.4% | +70.4% | +14.0% | +69.7% |
| 1Y | +82.3% | +22.3% | +60.0% | +77.4% |
| 3Y | +646.2% | +261.2% | +385.0% | +549.1% |
| All | +745.2% | +232.1% | +513.1% | +633.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling