+443.6%
STX vs ARWR
-28.9%
+472.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -28.5% | -2.9% | -25.6% | -27.9% |
| 30D | -42.9% | -5.4% | -37.5% | -42.1% |
| 3M | -45.9% | -32.2% | -13.7% | -41.7% |
| 6M | -41.3% | -26.5% | -14.8% | -38.1% |
| YTD | +67.9% | -12.4% | +80.3% | +70.9% |
| 1Y | +66.5% | +46.9% | +19.7% | +52.7% |
| 3Y | +588.0% | +116.0% | +472.0% | +440.5% |
| All | +443.6% | -28.9% | +472.5% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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