+123.8%
STX vs COMP
+23.8%
+100.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.9% | -8.3% |
| 7D | -20.2% | +9.5% | -29.7% | -20.3% |
| 30D | -37.2% | +8.1% | -45.3% | -37.3% |
| 3M | -34.1% | -16.3% | -17.7% | -33.4% |
| 6M | -24.5% | +42.2% | -66.7% | -27.7% |
| YTD | +102.9% | -5.0% | +108.0% | +92.3% |
| 1Y | +123.8% | +20.1% | +103.7% | +91.4% |
| All | +123.8% | +23.8% | +100.0% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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