+1,184.4%
STX vs PR
+73.2%
+1,111.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | +2.4% | +2.9% | -0.6% | +1.6% |
| 30D | +1.4% | +18.0% | -16.7% | -2.8% |
| 3M | -8.2% | +16.9% | -25.1% | -11.7% |
| 6M | +127.0% | +28.2% | +98.8% | +112.2% |
| YTD | +209.1% | +69.3% | +139.8% | +168.4% |
| 1Y | +365.4% | +69.5% | +295.9% | +301.3% |
| All | +1,184.4% | +73.2% | +1,111.2% | +974.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling