+75.2%
STX vs EW
+23.2%
+52.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -17.3% | +9.3% | -26.5% | -17.3% |
| 30D | -35.9% | +22.1% | -58.0% | -36.2% |
| 3M | -37.3% | +13.0% | -50.3% | -37.5% |
| 6M | -35.8% | +30.1% | -65.9% | -38.5% |
| YTD | +82.7% | +22.0% | +60.7% | +85.9% |
| All | +75.2% | +23.2% | +52.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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