+66.5%
STX vs COMP
+16.2%
+50.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -11.9% | -1.6% |
| 7D | -28.5% | +13.4% | -41.9% | -28.6% |
| 30D | -42.9% | +11.1% | -54.0% | -43.0% |
| 3M | -45.9% | -18.8% | -27.1% | -45.4% |
| 6M | -41.3% | +10.5% | -51.8% | -42.3% |
| YTD | +67.9% | -3.4% | +71.3% | +59.5% |
| 1Y | +66.5% | +19.7% | +46.8% | +51.8% |
| All | +66.5% | +16.2% | +50.4% | +51.8% |
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