+123.8%
STX vs AS
+3.3%
+120.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.1% | -13.2% | -8.6% |
| 7D | -20.2% | +13.8% | -34.0% | -21.6% |
| 30D | -37.2% | +16.7% | -53.9% | -38.6% |
| 3M | -34.1% | -11.5% | -22.5% | -32.8% |
| 6M | -24.5% | -5.5% | -18.9% | -25.3% |
| YTD | +102.9% | -14.2% | +117.1% | +101.2% |
| 1Y | +123.8% | +2.1% | +121.7% | +111.1% |
| All | +123.8% | +3.3% | +120.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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