+476.2%
STX vs REPL
-35.0%
+511.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | +14.6% | +1.2% | +13.4% | +14.5% |
| 30D | -26.0% | +92.2% | -118.1% | -27.2% |
| 3M | -42.6% | +44.1% | -86.7% | -43.2% |
| 6M | -35.3% | +313.0% | -348.3% | -37.8% |
| YTD | +92.5% | +125.2% | -32.7% | +84.6% |
| 1Y | +102.4% | +143.8% | -41.4% | +93.8% |
| 3Y | +673.8% | +104.2% | +569.6% | +573.5% |
| All | +476.2% | -35.0% | +511.2% | +444.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling