+365.4%
STX vs BR
-29.1%
+394.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +3.4% |
| 7D | +2.4% | -5.3% | +7.6% | -2.1% |
| 30D | +1.4% | +6.4% | -5.1% | +7.6% |
| 3M | -8.2% | +13.6% | -21.9% | +7.8% |
| 6M | +127.0% | -6.7% | +133.7% | +131.7% |
| YTD | +209.1% | -21.1% | +230.2% | +149.8% |
| 1Y | +365.4% | -29.6% | +395.0% | +259.8% |
| All | +365.4% | -29.1% | +394.5% | +259.8% |
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