+708.1%
STX vs IP
+19.6%
+688.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.3% | +11.3% | +10.1% |
| 7D | -1.0% | -2.8% | +1.8% | -0.6% |
| 30D | -26.8% | +9.2% | -36.0% | -27.4% |
| 3M | -32.7% | -16.1% | -16.6% | -31.6% |
| 6M | -33.7% | +9.6% | -43.3% | -35.4% |
| YTD | +101.0% | -8.8% | +109.8% | +100.1% |
| 1Y | +92.7% | -5.5% | +98.2% | +90.7% |
| All | +708.1% | +19.6% | +688.5% | +667.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling