+71.6%
STX vs MTB
+22.1%
+49.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -17.3% | -0.7% | -16.6% | -17.2% |
| 30D | -35.9% | +1.4% | -37.4% | -35.8% |
| 3M | -37.3% | -11.6% | -25.7% | -36.8% |
| 6M | -35.8% | +5.4% | -41.2% | -38.5% |
| YTD | +82.7% | +11.7% | +71.0% | +71.0% |
| 1Y | +71.6% | +20.5% | +51.1% | +63.8% |
| All | +71.6% | +22.1% | +49.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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