+123.8%
STX vs ON
+41.6%
+82.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.9% | -6.3% | -7.1% |
| 7D | -20.2% | -5.8% | -14.4% | -17.4% |
| 30D | -37.2% | -17.1% | -20.1% | -30.6% |
| 3M | -34.1% | -11.8% | -22.2% | -30.2% |
| 6M | -24.5% | -30.2% | +5.7% | -11.3% |
| YTD | +102.9% | +31.6% | +71.4% | +65.7% |
| 1Y | +123.8% | +47.6% | +76.2% | +74.8% |
| All | +123.8% | +41.6% | +82.2% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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