+92.7%
STX vs RF
+18.8%
+73.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.0% |
| 7D | -1.0% | -1.3% | +0.4% | -0.9% |
| 30D | -26.8% | +4.6% | -31.4% | -26.8% |
| 3M | -32.7% | -8.4% | -24.3% | -31.9% |
| 6M | -33.7% | +8.9% | -42.6% | -36.7% |
| YTD | +101.0% | +8.8% | +92.2% | +82.0% |
| 1Y | +92.7% | +18.9% | +73.8% | +68.4% |
| All | +92.7% | +18.8% | +73.9% | +68.4% |
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