+365.4%
STX vs REPL
+161.1%
+204.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.3% |
| 7D | +2.4% | -3.0% | +5.3% | +2.4% |
| 30D | +1.4% | +27.1% | -25.7% | +1.4% |
| 3M | -8.2% | +52.4% | -60.6% | -8.3% |
| 6M | +127.0% | +107.4% | +19.6% | +131.8% |
| YTD | +209.1% | +54.7% | +154.4% | +212.0% |
| 1Y | +365.4% | +158.9% | +206.6% | +391.6% |
| All | +365.4% | +161.1% | +204.3% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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