+673.8%
STX vs EW
+62.8%
+611.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.2% |
| 7D | +14.6% | +4.9% | +9.7% | +14.0% |
| 30D | -26.0% | +23.9% | -49.9% | -27.9% |
| 3M | -42.6% | +15.8% | -58.4% | -43.7% |
| 6M | -35.3% | +31.7% | -66.9% | -38.0% |
| YTD | +92.5% | +25.7% | +66.8% | +85.7% |
| 1Y | +102.4% | +24.4% | +78.0% | +95.7% |
| 3Y | +673.8% | +65.9% | +608.0% | +590.9% |
| All | +673.8% | +62.8% | +611.1% | +590.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling