+365.4%
STX vs AUR
+11.8%
+353.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | +8.7% | -6.4% | -0.5% |
| 30D | +1.4% | -5.2% | +6.6% | +2.9% |
| 3M | -8.2% | -7.3% | -0.9% | -6.6% |
| 6M | +127.0% | +41.2% | +85.8% | +103.0% |
| YTD | +209.1% | +65.1% | +144.0% | +165.0% |
| 1Y | +365.4% | +13.4% | +352.0% | +317.0% |
| All | +365.4% | +11.8% | +353.6% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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