+673.8%
STX vs IR
+25.2%
+648.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | +14.6% | +2.5% | +12.1% | +13.3% |
| 30D | -26.0% | +9.2% | -35.1% | -28.9% |
| 3M | -42.6% | +0.9% | -43.6% | -42.9% |
| 6M | -35.3% | +19.2% | -54.5% | -41.8% |
| YTD | +92.5% | +7.5% | +85.0% | +80.4% |
| 1Y | +102.4% | +11.7% | +90.7% | +85.3% |
| 3Y | +673.8% | +23.9% | +649.9% | +557.6% |
| All | +673.8% | +25.2% | +648.6% | +557.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling