+102.4%
STX vs ARM
+29.6%
+72.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -1.1% |
| 7D | +14.6% | +9.1% | +5.5% | +10.7% |
| 30D | -26.0% | -19.9% | -6.0% | -18.8% |
| 3M | -42.6% | -31.6% | -11.0% | -34.5% |
| 6M | -35.3% | -13.9% | -21.4% | -28.6% |
| YTD | +92.5% | +74.3% | +18.2% | +65.8% |
| 1Y | +102.4% | +35.8% | +66.6% | +108.0% |
| All | +102.4% | +29.6% | +72.8% | +108.0% |
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