+75.2%
STX vs ARM
+18.6%
+56.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | +0.2% |
| 7D | -17.3% | -10.4% | -6.9% | -13.0% |
| 30D | -35.9% | -31.8% | -4.1% | -25.3% |
| 3M | -37.3% | -32.2% | -5.1% | -27.9% |
| 6M | -35.8% | -14.9% | -20.9% | -28.8% |
| YTD | +82.7% | +66.0% | +16.7% | +54.6% |
| All | +75.2% | +18.6% | +56.6% | +96.1% |
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 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