+130.7%
STX vs Q
+68.3%
+62.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -0.4% |
| 7D | +14.6% | +1.2% | +13.4% | +13.9% |
| 30D | -26.0% | -2.7% | -23.3% | -23.7% |
| 3M | -42.6% | -16.9% | -25.7% | -34.2% |
| 6M | -35.3% | -26.9% | -8.4% | -19.4% |
| YTD | +92.5% | +45.2% | +47.2% | +55.4% |
| 1Y | +102.4% | +38.1% | +64.3% | +67.1% |
| All | +130.7% | +68.3% | +62.4% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling