+123.8%
STX vs PSX
+97.5%
+26.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.5% | -3.6% | -8.6% |
| 7D | -20.2% | -5.2% | -15.0% | -20.6% |
| 30D | -37.2% | -3.7% | -33.5% | -37.3% |
| 3M | -34.1% | +26.8% | -60.8% | -31.2% |
| 6M | -24.5% | +47.3% | -71.8% | -17.6% |
| YTD | +102.9% | +105.4% | -2.5% | +141.3% |
| 1Y | +123.8% | +96.9% | +26.9% | +170.3% |
| All | +123.8% | +97.5% | +26.3% | +170.3% |
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