+66.5%
STX vs ARM
+4.6%
+62.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -3.1% |
| 7D | -28.5% | -15.2% | -13.3% | -23.1% |
| 30D | -42.9% | -40.7% | -2.2% | -29.9% |
| 3M | -45.9% | -39.1% | -6.8% | -35.2% |
| 6M | -41.3% | -26.4% | -14.9% | -32.2% |
| YTD | +67.9% | +59.7% | +8.2% | +43.2% |
| 1Y | +66.5% | +10.3% | +56.2% | +99.0% |
| All | +66.5% | +4.6% | +62.0% | +99.0% |
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