+365.4%
STX vs PSX
+101.0%
+264.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.4% |
| 7D | +2.4% | +4.5% | -2.2% | +2.7% |
| 30D | +1.4% | +26.6% | -25.2% | +3.0% |
| 3M | -8.2% | +39.3% | -47.5% | -4.8% |
| 6M | +127.0% | +56.8% | +70.2% | +137.0% |
| YTD | +209.1% | +101.8% | +107.3% | +218.9% |
| 1Y | +365.4% | +99.6% | +265.8% | +381.9% |
| All | +365.4% | +101.0% | +264.4% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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