+123.8%
STX vs Q
+19.7%
+104.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -20.2% | -3.3% | -16.9% | -18.0% |
| 30D | -37.2% | -9.7% | -27.5% | -32.3% |
| 3M | -34.1% | -16.1% | -17.9% | -25.3% |
| 6M | -24.5% | -15.7% | -8.8% | -15.0% |
| YTD | +102.9% | +45.7% | +57.2% | +55.5% |
| 1Y | +123.8% | +18.0% | +105.8% | +92.0% |
| All | +123.8% | +19.7% | +104.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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