+708.1%
STX vs REPL
+96.7%
+611.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -6.4% | +16.4% | +10.1% |
| 7D | -1.0% | +5.3% | -6.2% | -1.0% |
| 30D | -26.8% | +66.6% | -93.4% | -27.3% |
| 3M | -32.7% | +59.6% | -92.3% | -33.2% |
| 6M | -33.7% | +482.4% | -516.1% | -34.9% |
| YTD | +101.0% | +124.1% | -23.1% | +97.5% |
| 1Y | +92.7% | +138.6% | -45.9% | +89.3% |
| All | +708.1% | +96.7% | +611.4% | +654.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling