+588.0%
STX vs B
+165.5%
+422.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -28.5% | +9.6% | -38.1% | -30.7% |
| 30D | -42.9% | +3.5% | -46.4% | -43.6% |
| 3M | -45.9% | -1.6% | -44.3% | -46.4% |
| 6M | -41.3% | -1.7% | -39.6% | -41.9% |
| YTD | +67.9% | -5.3% | +73.3% | +68.4% |
| 1Y | +66.5% | +27.2% | +39.3% | +56.1% |
| 3Y | +588.0% | +166.1% | +421.9% | +465.8% |
| All | +588.0% | +165.5% | +422.5% | +465.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling