+123.8%
STX vs IT
-17.9%
+141.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -7.6% |
| 7D | -20.2% | -5.5% | -14.7% | -21.4% |
| 30D | -37.2% | +10.3% | -47.6% | -34.1% |
| 3M | -34.1% | +11.5% | -45.6% | -29.5% |
| 6M | -24.5% | +40.3% | -64.7% | -6.9% |
| YTD | +102.9% | -17.9% | +120.8% | +134.9% |
| 1Y | +123.8% | -8.8% | +132.6% | +156.2% |
| All | +123.8% | -17.9% | +141.7% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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