+123.8%
STX vs DD
+49.3%
+74.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.8% | -6.4% | -7.0% |
| 7D | -20.2% | +8.7% | -28.9% | -24.2% |
| 30D | -37.2% | +15.3% | -52.5% | -42.8% |
| 3M | -34.1% | +5.9% | -40.0% | -36.3% |
| 6M | -24.5% | +11.6% | -36.0% | -29.5% |
| YTD | +102.9% | +26.5% | +76.4% | +56.8% |
| 1Y | +123.8% | +35.4% | +88.4% | +62.4% |
| All | +123.8% | +49.3% | +74.5% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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