+897.6%
STX vs GEV
+748.2%
+149.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.1% |
| 7D | +10.7% | +8.1% | +2.6% | +7.1% |
| 30D | +11.3% | -1.9% | +13.2% | +12.6% |
| 3M | +3.2% | +4.1% | -0.8% | +2.6% |
| 6M | +157.0% | +23.2% | +133.8% | +139.9% |
| YTD | +229.2% | +48.9% | +180.3% | +188.7% |
| 1Y | +381.8% | +62.2% | +319.7% | +308.9% |
| All | +897.6% | +748.2% | +149.4% | +485.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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