+459.1%
STX vs AS
+134.9%
+324.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -28.5% | +6.9% | -35.4% | -29.6% |
| 30D | -42.9% | +16.0% | -58.9% | -44.9% |
| 3M | -45.9% | -12.8% | -33.1% | -44.5% |
| 6M | -41.3% | -15.4% | -25.9% | -39.7% |
| YTD | +67.9% | -15.7% | +83.7% | +71.3% |
| 1Y | +66.5% | +6.1% | +60.5% | +60.4% |
| All | +459.1% | +134.9% | +324.2% | +340.4% |
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