+588.0%
STX vs EXE
+3.8%
+584.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -28.5% | -6.6% | -21.9% | -28.1% |
| 30D | -42.9% | -4.0% | -38.9% | -42.7% |
| 3M | -45.9% | -7.5% | -38.5% | -45.7% |
| 6M | -41.3% | -11.7% | -29.6% | -40.9% |
| YTD | +67.9% | -22.0% | +89.9% | +71.2% |
| 1Y | +66.5% | -21.8% | +88.3% | +69.6% |
| 3Y | +588.0% | +8.0% | +580.0% | +564.7% |
| All | +588.0% | +3.8% | +584.1% | +564.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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