+1,383.2%
STX vs GAP
+113.8%
+1,269.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +10.7% | +1.7% | +9.0% | +10.5% |
| 30D | +11.3% | +9.3% | +1.9% | +9.4% |
| 3M | +3.2% | +6.1% | -2.9% | +1.6% |
| 6M | +157.0% | -2.3% | +159.3% | +155.3% |
| YTD | +229.2% | -10.6% | +239.8% | +231.6% |
| 1Y | +381.8% | -4.4% | +386.3% | +378.1% |
| 3Y | +1,383.2% | +118.3% | +1,264.9% | +1,261.2% |
| All | +1,383.2% | +113.8% | +1,269.4% | +1,261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling