+679.1%
STX vs ARM
+197.2%
+481.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -13.1% | -3.2% | -13.0% |
| 7D | -33.4% | -27.1% | -6.3% | -27.7% |
| 30D | -42.1% | -44.9% | +2.8% | -32.9% |
| 3M | -44.3% | -39.3% | -5.0% | -37.3% |
| 6M | -39.4% | -20.2% | -19.2% | -35.1% |
| YTD | +70.0% | +52.5% | +17.4% | +60.8% |
| 1Y | +70.2% | +4.1% | +66.1% | +71.7% |
| 3Y | +585.2% | +211.7% | +373.5% | +513.8% |
| All | +679.1% | +197.2% | +481.9% | +594.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling