+123.8%
STX vs RF
+25.4%
+98.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.1% |
| 7D | -20.2% | +2.3% | -22.4% | -20.2% |
| 30D | -37.2% | +7.2% | -44.4% | -37.4% |
| 3M | -34.1% | -8.2% | -25.8% | -33.1% |
| 6M | -24.5% | +7.0% | -31.5% | -27.1% |
| YTD | +102.9% | +10.3% | +92.6% | +83.1% |
| 1Y | +123.8% | +25.1% | +98.7% | +93.1% |
| All | +123.8% | +25.4% | +98.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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