+365.4%
STX vs ON
+56.1%
+309.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +5.8% |
| 7D | +2.4% | +2.4% | -0.1% | +1.0% |
| 30D | +1.4% | -3.3% | +4.7% | +3.5% |
| 3M | -8.2% | -43.6% | +35.4% | +20.9% |
| 6M | +127.0% | +19.0% | +108.1% | +108.3% |
| YTD | +209.1% | +37.4% | +171.8% | +172.3% |
| 1Y | +365.4% | +54.8% | +310.7% | +304.2% |
| All | +365.4% | +56.1% | +309.3% | +304.2% |
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