+1,376.8%
STX vs AU
+604.2%
+772.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.2% |
| 7D | +9.6% | +0.6% | +8.9% | +9.4% |
| 30D | +10.6% | +12.3% | -1.7% | +7.7% |
| 3M | +4.8% | +29.4% | -24.6% | -1.2% |
| 6M | +137.3% | +3.2% | +134.0% | +131.5% |
| YTD | +222.5% | +31.8% | +190.7% | +202.8% |
| 1Y | +366.2% | +83.4% | +282.8% | +322.3% |
| All | +1,376.8% | +604.2% | +772.7% | +1,102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling