+366.2%
STX vs GAP
-8.8%
+375.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.5% | -1.5% |
| 7D | +9.6% | -3.2% | +12.7% | +10.0% |
| 30D | +10.6% | -0.7% | +11.3% | +10.7% |
| 3M | +4.8% | -0.5% | +5.3% | +5.2% |
| 6M | +137.3% | -5.0% | +142.2% | +137.4% |
| YTD | +222.5% | -14.7% | +237.2% | +229.9% |
| 1Y | +366.2% | -8.6% | +374.9% | +370.9% |
| All | +366.2% | -8.8% | +375.0% | +370.9% |
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