+381.8%
STX vs IR
-7.1%
+389.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.0% |
| 7D | +10.7% | +0.6% | +10.1% | +10.5% |
| 30D | +11.3% | -13.6% | +24.9% | +16.9% |
| 3M | +3.2% | +3.7% | -0.5% | -1.1% |
| 6M | +157.0% | -13.1% | +170.0% | +168.0% |
| YTD | +229.2% | -5.1% | +234.3% | +220.3% |
| 1Y | +381.8% | -6.5% | +388.3% | +402.3% |
| All | +381.8% | -7.1% | +389.0% | +402.3% |
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