+123.8%
STX vs IR
+11.7%
+112.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -8.0% |
| 7D | -20.2% | +11.6% | -31.8% | -23.1% |
| 30D | -37.2% | +7.2% | -44.4% | -38.6% |
| 3M | -34.1% | -5.9% | -28.2% | -33.1% |
| 6M | -24.5% | +11.5% | -35.9% | -28.8% |
| YTD | +102.9% | +6.3% | +96.6% | +91.3% |
| 1Y | +123.8% | +9.1% | +114.7% | +110.7% |
| All | +123.8% | +11.7% | +112.1% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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