+588.0%
STX vs PR
+64.2%
+523.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | -28.5% | -16.4% | -12.1% | -25.3% |
| 30D | -42.9% | -1.9% | -41.0% | -42.5% |
| 3M | -45.9% | +8.0% | -53.9% | -47.2% |
| 6M | -41.3% | +4.1% | -45.4% | -42.1% |
| YTD | +67.9% | +58.7% | +9.2% | +46.6% |
| 1Y | +66.5% | +75.8% | -9.3% | +40.3% |
| 3Y | +588.0% | +73.2% | +514.8% | +463.4% |
| All | +588.0% | +64.2% | +523.7% | +463.4% |
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