+75.2%
STX vs PH
+15.9%
+59.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | -17.3% | +2.1% | -19.4% | -18.3% |
| 30D | -35.9% | +0.3% | -36.2% | -35.9% |
| 3M | -37.3% | -8.8% | -28.5% | -33.4% |
| 6M | -35.8% | +10.0% | -45.9% | -39.7% |
| YTD | +82.7% | +10.5% | +72.3% | +52.5% |
| All | +75.2% | +15.9% | +59.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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