+73.2%
STX vs IR
+11.6%
+61.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.7% | +5.1% | +8.1% |
| 7D | -14.8% | +5.0% | -19.8% | -16.0% |
| 30D | -35.4% | +10.3% | -45.7% | -37.2% |
| 3M | -37.7% | -0.1% | -37.6% | -37.9% |
| 6M | -35.2% | +14.8% | -50.0% | -39.3% |
| YTD | +84.4% | +9.7% | +74.6% | +72.8% |
| All | +73.2% | +11.6% | +61.6% | +63.1% |
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