+465.8%
STX vs AS
+133.7%
+332.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -14.0% | -15.8% |
| 7D | -33.4% | +7.1% | -40.5% | -34.5% |
| 30D | -42.1% | +12.8% | -54.9% | -43.8% |
| 3M | -44.3% | -14.7% | -29.5% | -42.5% |
| 6M | -39.4% | -9.9% | -29.5% | -38.9% |
| YTD | +70.0% | -16.1% | +86.1% | +73.6% |
| 1Y | +70.2% | +0.2% | +70.0% | +66.1% |
| All | +465.8% | +133.7% | +332.1% | +346.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling