+1,003.7%
STX vs AUR
-36.6%
+1,040.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | +2.4% | +8.7% | -6.4% | +1.2% |
| 30D | +1.4% | -5.2% | +6.6% | +2.0% |
| 3M | -8.2% | -7.3% | -0.9% | -7.5% |
| 6M | +127.0% | +41.2% | +85.8% | +116.9% |
| YTD | +209.1% | +65.1% | +144.0% | +190.0% |
| 1Y | +365.4% | +13.4% | +352.0% | +352.3% |
| 3Y | +1,135.4% | +98.1% | +1,037.3% | +947.2% |
| 5Y | +991.5% | -36.0% | +1,027.5% | +781.2% |
| All | +1,003.7% | -36.6% | +1,040.3% | +791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling