+123.8%
STX vs DIA
+15.0%
+108.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -11.7% |
| 7D | -20.2% | +1.6% | -21.8% | -21.7% |
| 30D | -37.2% | +4.1% | -41.3% | -40.4% |
| 3M | -34.1% | -1.0% | -33.0% | -32.8% |
| 6M | -24.5% | +9.7% | -34.1% | -37.0% |
| YTD | +102.9% | +12.2% | +90.8% | +60.0% |
| 1Y | +123.8% | +14.9% | +108.9% | +68.2% |
| All | +123.8% | +15.0% | +108.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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