+381.8%
STX vs EXEL
+52.8%
+329.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.8% | +6.9% |
| 7D | +10.7% | +1.4% | +9.4% | +10.4% |
| 30D | +11.3% | +6.7% | +4.6% | +9.8% |
| 3M | +3.2% | +11.5% | -8.2% | -0.7% |
| 6M | +157.0% | +38.8% | +118.2% | +124.9% |
| YTD | +229.2% | +31.6% | +197.6% | +193.2% |
| 1Y | +381.8% | +53.0% | +328.8% | +300.0% |
| All | +381.8% | +52.8% | +329.1% | +300.0% |
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