+365.4%
STX vs EXEL
+59.2%
+306.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | +8.4% | -6.0% | +0.8% |
| 30D | +1.4% | +4.1% | -2.7% | +0.7% |
| 3M | -8.2% | +12.4% | -20.6% | -11.5% |
| 6M | +127.0% | +41.5% | +85.5% | +98.2% |
| YTD | +209.1% | +34.6% | +174.5% | +174.3% |
| 1Y | +365.4% | +57.9% | +307.6% | +287.4% |
| All | +365.4% | +59.2% | +306.2% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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