+123.8%
STX vs PR
+87.5%
+36.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.5% | -1.6% | -8.2% |
| 7D | -20.2% | -12.1% | -8.1% | -20.5% |
| 30D | -37.2% | +0.9% | -38.1% | -36.6% |
| 3M | -34.1% | +10.1% | -44.2% | -33.5% |
| 6M | -24.5% | +1.1% | -25.6% | -24.8% |
| YTD | +102.9% | +63.7% | +39.3% | +136.6% |
| 1Y | +123.8% | +87.0% | +36.8% | +169.0% |
| All | +123.8% | +87.5% | +36.3% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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