+698.5%
STX vs EXEL
+234.5%
+464.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +16.8% | +1.6% | +15.2% | +16.7% |
| 30D | -27.0% | +17.4% | -44.4% | -28.1% |
| 3M | -37.9% | +38.6% | -76.5% | -39.9% |
| 6M | -32.5% | +41.2% | -73.7% | -35.5% |
| YTD | +98.6% | +59.3% | +39.3% | +86.0% |
| 1Y | +93.6% | +60.2% | +33.4% | +81.1% |
| All | +698.5% | +234.5% | +464.0% | +608.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling