+123.8%
STX vs MDY
+17.5%
+106.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.7% | -9.2% |
| 7D | -20.2% | +1.7% | -21.9% | -22.7% |
| 30D | -37.2% | +1.2% | -38.4% | -38.5% |
| 3M | -34.1% | -3.5% | -30.6% | -29.3% |
| 6M | -24.5% | +3.5% | -28.0% | -28.5% |
| YTD | +102.9% | +13.6% | +89.3% | +56.7% |
| 1Y | +123.8% | +17.1% | +106.7% | +65.1% |
| All | +123.8% | +17.5% | +106.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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