+123.8%
STX vs IBM
-13.0%
+136.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -8.0% |
| 7D | -20.2% | +0.4% | -20.6% | -20.1% |
| 30D | -37.2% | +14.8% | -52.0% | -36.7% |
| 3M | -34.1% | +8.9% | -43.0% | -33.7% |
| 6M | -24.5% | +12.4% | -36.9% | -26.0% |
| YTD | +102.9% | -12.4% | +115.3% | +111.6% |
| 1Y | +123.8% | -13.3% | +137.1% | +134.9% |
| All | +123.8% | -13.0% | +136.8% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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