+1,927.3%
STX vs REPL
-6.0%
+1,933.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.4% |
| 7D | +2.4% | -3.0% | +5.3% | +2.5% |
| 30D | +1.4% | +27.1% | -25.7% | +0.4% |
| 3M | -8.2% | +52.4% | -60.6% | -11.1% |
| 6M | +127.0% | +107.4% | +19.6% | +110.0% |
| YTD | +209.1% | +54.7% | +154.4% | +189.4% |
| 1Y | +365.4% | +158.9% | +206.6% | +314.6% |
| 3Y | +1,135.4% | -23.7% | +1,159.1% | +963.0% |
| 5Y | +991.5% | -54.3% | +1,045.8% | +856.2% |
| All | +1,927.3% | -6.0% | +1,933.3% | +1,284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling