+365.4%
STX vs IT
-24.5%
+389.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +11.0% | +4.7% |
| 7D | +2.4% | -6.0% | +8.4% | +0.3% |
| 30D | +1.4% | 0.0% | +1.4% | +2.2% |
| 3M | -8.2% | +13.1% | -21.3% | +2.5% |
| 6M | +127.0% | +11.7% | +115.3% | +156.5% |
| YTD | +209.1% | -26.1% | +235.3% | +242.1% |
| 1Y | +365.4% | -21.3% | +386.7% | +432.6% |
| All | +365.4% | -24.5% | +389.9% | +432.6% |
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