+365.4%
STX vs PM
+16.6%
+348.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +5.4% |
| 7D | +2.4% | -4.9% | +7.2% | -0.1% |
| 30D | +1.4% | -3.4% | +4.8% | 0.0% |
| 3M | -8.2% | +5.2% | -13.4% | -6.2% |
| 6M | +127.0% | +3.7% | +123.3% | +128.1% |
| YTD | +209.1% | +15.8% | +193.4% | +242.2% |
| 1Y | +365.4% | +17.4% | +348.1% | +430.6% |
| All | +365.4% | +16.6% | +348.8% | +430.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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