+123.8%
STX vs BR
-14.2%
+138.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -5.7% |
| 7D | -20.2% | +7.0% | -27.2% | -15.5% |
| 30D | -37.2% | +19.0% | -56.2% | -27.7% |
| 3M | -34.1% | +13.1% | -47.1% | -26.5% |
| 6M | -24.5% | +24.6% | -49.1% | -4.7% |
| YTD | +102.9% | -13.6% | +116.5% | +101.1% |
| 1Y | +123.8% | -13.1% | +136.9% | +132.3% |
| All | +123.8% | -14.2% | +138.0% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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