-35.3%
STX vs AU
-14.7%
-20.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | +14.6% | -7.2% | +21.8% | +16.2% |
| 30D | -26.0% | -2.9% | -23.1% | -25.3% |
| 3M | -42.6% | -8.7% | -34.0% | -42.1% |
| 6M | -35.3% | -14.1% | -21.1% | -34.3% |
| All | -35.3% | -14.7% | -20.6% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling