+365.4%
STX vs IBM
-1.8%
+367.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +2.4% | -0.3% | +2.6% | +2.3% |
| 30D | +1.4% | +0.3% | +1.1% | +1.4% |
| 3M | -8.2% | -21.6% | +13.4% | -5.5% |
| 6M | +127.0% | -4.7% | +131.7% | +124.9% |
| YTD | +209.1% | -19.1% | +228.2% | +219.7% |
| 1Y | +365.4% | -2.5% | +367.9% | +379.7% |
| All | +365.4% | -1.8% | +367.2% | +379.7% |
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