+92.7%
STX vs IBM
-17.5%
+110.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.5% | +8.5% | +10.0% |
| 7D | -1.0% | -1.7% | +0.8% | -1.1% |
| 30D | -26.8% | +10.1% | -36.8% | -26.3% |
| 3M | -32.7% | +4.8% | -37.5% | -32.4% |
| 6M | -33.7% | +12.6% | -46.4% | -35.0% |
| YTD | +101.0% | -13.9% | +114.9% | +108.3% |
| 1Y | +92.7% | -18.7% | +111.4% | +109.9% |
| All | +92.7% | -17.5% | +110.2% | +109.9% |
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