+325.3%
STX vs KWEB
-35.0%
+360.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.1% |
| 7D | -2.3% | -5.6% | +3.3% | +0.7% |
| 30D | -5.5% | -10.7% | +5.2% | +0.2% |
| 3M | -4.3% | -7.4% | +3.1% | -1.9% |
| 6M | +115.6% | -19.3% | +134.9% | +148.5% |
| YTD | +202.2% | -27.8% | +229.9% | +288.2% |
| 1Y | +325.3% | -35.9% | +361.2% | +507.0% |
| All | +325.3% | -35.0% | +360.3% | +507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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