+102.4%
STX vs D
+15.6%
+86.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -2.9% |
| 7D | +14.6% | -1.4% | +16.0% | +13.5% |
| 30D | -26.0% | +7.7% | -33.7% | -21.6% |
| 3M | -42.6% | -0.3% | -42.3% | -41.0% |
| 6M | -35.3% | +10.1% | -45.3% | -30.7% |
| YTD | +92.5% | +19.1% | +73.4% | +104.9% |
| 1Y | +102.4% | +15.9% | +86.5% | +114.2% |
| All | +102.4% | +15.6% | +86.8% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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