+443.6%
STX vs IR
+44.3%
+399.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -28.5% | +3.7% | -32.2% | -29.8% |
| 30D | -42.9% | +7.4% | -50.4% | -45.0% |
| 3M | -45.9% | -5.9% | -40.0% | -44.2% |
| 6M | -41.3% | +5.6% | -46.9% | -44.0% |
| YTD | +67.9% | +4.8% | +63.1% | +59.0% |
| 1Y | +66.5% | +6.9% | +59.6% | +55.6% |
| 3Y | +588.0% | +27.6% | +560.4% | +458.0% |
| All | +443.6% | +44.3% | +399.3% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling