+102.4%
STX vs DIA
+10.3%
+92.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.3% |
| 7D | +14.6% | +2.1% | +12.5% | +11.5% |
| 30D | -26.0% | +1.5% | -27.4% | -26.4% |
| 3M | -42.6% | -2.4% | -40.2% | -40.0% |
| 6M | -35.3% | +6.0% | -41.2% | -42.2% |
| YTD | +92.5% | +10.1% | +82.4% | +57.6% |
| 1Y | +102.4% | +11.8% | +90.6% | +60.1% |
| All | +102.4% | +10.3% | +92.1% | +60.1% |
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