+588.0%
STX vs D
+79.5%
+508.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.5% |
| 7D | -28.5% | +3.0% | -31.5% | -28.0% |
| 30D | -42.9% | +11.5% | -54.4% | -41.8% |
| 3M | -45.9% | +3.7% | -49.6% | -45.2% |
| 6M | -41.3% | +13.5% | -54.8% | -40.4% |
| YTD | +67.9% | +20.7% | +47.2% | +69.9% |
| 1Y | +66.5% | +18.2% | +48.3% | +68.7% |
| 3Y | +588.0% | +73.3% | +514.7% | +593.8% |
| All | +588.0% | +79.5% | +508.4% | +593.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling