+71.6%
STX vs ON
+41.9%
+29.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | -17.3% | -4.1% | -13.2% | -14.7% |
| 30D | -35.9% | -10.2% | -25.7% | -31.5% |
| 3M | -37.3% | -12.7% | -24.6% | -32.7% |
| 6M | -35.8% | -32.5% | -3.3% | -22.7% |
| YTD | +82.7% | +28.6% | +54.2% | +55.1% |
| 1Y | +71.6% | +43.4% | +28.2% | +43.5% |
| All | +71.6% | +41.9% | +29.7% | +43.5% |
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