+123.8%
STX vs M
+36.6%
+87.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.6% | -15.8% | -9.0% |
| 7D | -20.2% | +8.3% | -28.4% | -21.0% |
| 30D | -37.2% | +14.2% | -51.4% | -38.5% |
| 3M | -34.1% | -1.1% | -32.9% | -33.3% |
| 6M | -24.5% | +36.6% | -61.1% | -33.2% |
| YTD | +102.9% | +19.8% | +83.2% | +85.7% |
| 1Y | +123.8% | +37.2% | +86.6% | +88.3% |
| All | +123.8% | +36.6% | +87.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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