+123.8%
STX vs PBR
+74.7%
+49.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.0% | -1.2% | -7.6% |
| 7D | -20.2% | -11.0% | -9.2% | -19.6% |
| 30D | -37.2% | -18.8% | -18.4% | -36.9% |
| 3M | -34.1% | +7.8% | -41.9% | -34.8% |
| 6M | -24.5% | -7.6% | -16.9% | -26.5% |
| YTD | +102.9% | +72.7% | +30.3% | +108.5% |
| 1Y | +123.8% | +72.9% | +50.8% | +122.4% |
| All | +123.8% | +74.7% | +49.1% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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