-24.5%
STX vs AS
-8.6%
-15.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.1% | -13.2% | -6.7% |
| 7D | -20.2% | +13.8% | -34.0% | -17.5% |
| 30D | -37.2% | +16.7% | -53.9% | -34.7% |
| 3M | -34.1% | -11.5% | -22.5% | -36.9% |
| 6M | -24.5% | -5.5% | -18.9% | -27.5% |
| All | -24.5% | -8.6% | -15.9% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling