+102.4%
STX vs GM
+20.2%
+82.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +14.6% | -0.2% | +14.8% | +14.7% |
| 30D | -26.0% | +3.6% | -29.5% | -26.5% |
| 3M | -42.6% | -0.2% | -42.4% | -42.7% |
| 6M | -35.3% | +13.9% | -49.2% | -39.3% |
| YTD | +92.5% | +6.5% | +86.0% | +78.4% |
| 1Y | +102.4% | +20.7% | +81.7% | +73.3% |
| All | +102.4% | +20.2% | +82.2% | +73.3% |
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