+836.8%
STX vs GEV
+722.5%
+114.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +3.3% | -0.9% | +0.9% |
| 30D | +1.4% | -7.5% | +8.9% | +5.1% |
| 3M | -8.2% | -2.2% | -6.0% | -6.4% |
| 6M | +127.0% | +12.1% | +114.9% | +119.5% |
| YTD | +209.1% | +44.4% | +164.8% | +174.5% |
| 1Y | +365.4% | +57.7% | +307.8% | +299.5% |
| All | +836.8% | +722.5% | +114.3% | +456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling