+123.8%
STX vs LIN
+27.8%
+96.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -6.2% |
| 7D | -20.2% | +3.3% | -23.5% | -18.0% |
| 30D | -37.2% | +8.8% | -46.0% | -33.3% |
| 3M | -34.1% | +8.6% | -42.7% | -29.7% |
| 6M | -24.5% | +7.0% | -31.5% | -20.5% |
| YTD | +102.9% | +24.3% | +78.7% | +127.9% |
| 1Y | +123.8% | +27.3% | +96.5% | +156.4% |
| All | +123.8% | +27.8% | +96.0% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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