+810.3%
STX vs ARM
+256.1%
+554.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +16.8% | +19.8% | -3.0% | +11.7% |
| 30D | -27.0% | -21.8% | -5.3% | -22.3% |
| 3M | -37.9% | -26.5% | -11.4% | -33.4% |
| 6M | -32.5% | -3.9% | -28.6% | -30.9% |
| YTD | +98.6% | +82.8% | +15.8% | +79.6% |
| 1Y | +93.6% | +34.3% | +59.3% | +84.5% |
| 3Y | +699.1% | +282.2% | +416.9% | +583.5% |
| All | +810.3% | +256.1% | +554.2% | +676.1% |
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