+123.8%
STX vs GM
+37.1%
+86.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.6% | -12.8% | -8.9% |
| 7D | -20.2% | +12.1% | -32.3% | -22.2% |
| 30D | -37.2% | +15.2% | -52.4% | -39.4% |
| 3M | -34.1% | +4.9% | -38.9% | -34.9% |
| 6M | -24.5% | +22.6% | -47.1% | -31.0% |
| YTD | +102.9% | +14.4% | +88.5% | +84.7% |
| 1Y | +123.8% | +39.4% | +84.4% | +73.9% |
| All | +123.8% | +37.1% | +86.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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