+669.8%
STX vs ARM
+211.3%
+458.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.4% |
| 7D | -28.5% | -15.2% | -13.3% | -25.2% |
| 30D | -42.9% | -40.7% | -2.2% | -35.1% |
| 3M | -45.9% | -39.1% | -6.8% | -39.3% |
| 6M | -41.3% | -26.4% | -14.9% | -36.4% |
| YTD | +67.9% | +59.7% | +8.2% | +57.0% |
| 1Y | +66.5% | +10.3% | +56.2% | +65.6% |
| 3Y | +588.0% | +228.9% | +359.1% | +508.6% |
| All | +669.8% | +211.3% | +458.5% | +578.3% |
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