+71.6%
STX vs O
+10.5%
+61.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.8% |
| 7D | -17.3% | +3.5% | -20.8% | -12.4% |
| 30D | -35.9% | +10.4% | -46.4% | -24.8% |
| 3M | -37.3% | -2.4% | -34.9% | -37.5% |
| 6M | -35.8% | -1.2% | -34.6% | -33.6% |
| YTD | +82.7% | +10.4% | +72.3% | +118.5% |
| 1Y | +71.6% | +11.4% | +60.2% | +101.6% |
| All | +71.6% | +10.5% | +61.2% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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