+730.7%
STX vs COMP
-52.8%
+783.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.7% | -15.9% | -9.1% |
| 7D | -20.2% | +9.5% | -29.7% | -21.2% |
| 30D | -37.2% | +8.1% | -45.3% | -38.0% |
| 3M | -34.1% | -16.3% | -17.7% | -33.0% |
| 6M | -24.5% | +42.2% | -66.7% | -29.2% |
| YTD | +102.9% | -5.0% | +108.0% | +98.2% |
| 1Y | +123.8% | +20.1% | +103.7% | +111.5% |
| 3Y | +718.1% | +358.4% | +359.7% | +506.9% |
| 5Y | +573.6% | -21.9% | +595.5% | +473.2% |
| All | +730.7% | -52.8% | +783.4% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling