+2,753.5%
STX vs IR
+288.5%
+2,465.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +5.8% |
| 7D | +2.4% | -2.8% | +5.2% | +3.6% |
| 30D | +1.4% | -15.1% | +16.5% | +8.4% |
| 3M | -8.2% | +6.1% | -14.3% | -11.4% |
| 6M | +127.0% | -16.8% | +143.8% | +142.1% |
| YTD | +209.1% | -3.5% | +212.7% | +208.4% |
| 1Y | +365.4% | -3.5% | +368.9% | +364.3% |
| 3Y | +1,135.4% | +9.5% | +1,125.9% | +1,059.7% |
| 5Y | +991.5% | +45.1% | +946.4% | +810.4% |
| All | +2,753.5% | +288.5% | +2,465.0% | +1,773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling