+123.8%
STX vs EXC
+1.0%
+122.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.8% | -6.9% |
| 7D | -20.2% | +3.3% | -23.5% | -18.1% |
| 30D | -37.2% | +13.3% | -50.5% | -31.0% |
| 3M | -34.1% | +1.8% | -35.9% | -31.8% |
| 6M | -24.5% | +1.1% | -25.6% | -21.3% |
| YTD | +102.9% | +9.0% | +93.9% | +108.7% |
| 1Y | +123.8% | +3.4% | +120.4% | +138.4% |
| All | +123.8% | +1.0% | +122.7% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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