+646.2%
STX vs GAP
+78.9%
+567.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.3% | +9.2% |
| 7D | -14.8% | 0.0% | -14.8% | -14.7% |
| 30D | -35.4% | -4.3% | -31.1% | -34.9% |
| 3M | -37.7% | +9.4% | -47.1% | -38.8% |
| 6M | -35.2% | -3.3% | -31.9% | -35.5% |
| YTD | +84.4% | -10.5% | +94.9% | +85.7% |
| 1Y | +82.3% | -2.4% | +84.6% | +80.6% |
| 3Y | +646.2% | +80.1% | +566.1% | +605.5% |
| All | +646.2% | +78.9% | +567.3% | +605.5% |
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