-39.4%
STX vs COMP
+29.1%
-68.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -8.2% | -8.1% | -16.0% |
| 7D | -33.4% | -1.8% | -31.6% | -33.0% |
| 30D | -42.1% | -0.8% | -41.3% | -41.7% |
| 3M | -44.3% | -28.1% | -16.1% | -43.5% |
| 6M | -39.4% | +27.0% | -66.4% | -42.3% |
| All | -39.4% | +29.1% | -68.5% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling