+341.8%
STX vs AU
+71.1%
+270.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.3% |
| 7D | +8.0% | -7.0% | +15.0% | +10.4% |
| 30D | +5.1% | +7.3% | -2.2% | +1.7% |
| 3M | +5.8% | +33.2% | -27.5% | -6.6% |
| 6M | +124.9% | -0.6% | +125.6% | +119.5% |
| YTD | +213.9% | +26.2% | +187.7% | +168.3% |
| All | +341.8% | +71.1% | +270.7% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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