+102.4%
STX vs IT
-15.8%
+118.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -2.8% |
| 7D | +14.6% | +1.1% | +13.5% | +15.0% |
| 30D | -26.0% | -1.8% | -24.1% | -25.9% |
| 3M | -42.6% | +4.8% | -47.4% | -40.2% |
| 6M | -35.3% | +33.0% | -68.3% | -21.5% |
| YTD | +92.5% | -23.8% | +116.3% | +104.9% |
| 1Y | +102.4% | -16.5% | +118.9% | +124.2% |
| All | +102.4% | -15.8% | +118.2% | +124.2% |
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