+73.2%
STX vs DIA
+12.5%
+60.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +6.7% |
| 7D | -14.8% | +0.8% | -15.5% | -14.7% |
| 30D | -35.4% | +1.4% | -36.8% | -35.8% |
| 3M | -37.7% | -2.7% | -35.0% | -34.5% |
| 6M | -35.2% | +6.2% | -41.4% | -42.5% |
| YTD | +84.4% | +10.1% | +74.3% | +50.8% |
| All | +73.2% | +12.5% | +60.7% | +37.4% |
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