+92.7%
STX vs B
+13.3%
+79.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.6% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -26.8% | -4.3% | -22.4% | -25.5% |
| 3M | -32.7% | -2.3% | -30.4% | -33.5% |
| 6M | -33.7% | -16.2% | -17.5% | -30.0% |
| YTD | +101.0% | -8.8% | +109.8% | +99.5% |
| 1Y | +92.7% | +11.4% | +81.3% | +66.0% |
| All | +92.7% | +13.3% | +79.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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