+1,001.3%
STX vs REPL
+35.1%
+966.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.5% |
| 7D | -28.5% | +22.8% | -51.3% | -29.1% |
| 30D | -42.9% | +63.8% | -106.7% | -44.1% |
| 3M | -45.9% | +68.1% | -114.0% | -47.1% |
| 6M | -41.3% | +528.5% | -569.8% | -46.8% |
| YTD | +67.9% | +122.4% | -54.5% | +54.7% |
| 1Y | +66.5% | +154.4% | -87.8% | +52.4% |
| 3Y | +588.0% | +68.0% | +520.0% | +457.9% |
| 5Y | +449.1% | -35.4% | +484.4% | +374.4% |
| All | +1,001.3% | +35.1% | +966.2% | +639.8% |
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