+123.8%
STX vs GAP
+10.4%
+113.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.0% | -16.1% | -8.7% |
| 7D | -20.2% | +8.0% | -28.1% | -20.6% |
| 30D | -37.2% | +2.7% | -39.9% | -37.3% |
| 3M | -34.1% | +16.0% | -50.1% | -35.0% |
| 6M | -24.5% | +2.0% | -26.5% | -23.6% |
| YTD | +102.9% | -4.4% | +107.4% | +103.9% |
| 1Y | +123.8% | +9.2% | +114.6% | +111.1% |
| All | +123.8% | +10.4% | +113.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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