+123.8%
STX vs ROIV
+97.8%
+26.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.1% | -14.2% | -10.0% |
| 7D | -20.2% | +3.0% | -23.2% | -20.9% |
| 30D | -37.2% | +6.8% | -44.1% | -38.5% |
| 3M | -34.1% | +10.5% | -44.6% | -36.5% |
| 6M | -24.5% | +34.8% | -59.3% | -31.0% |
| YTD | +102.9% | +76.2% | +26.8% | +72.0% |
| 1Y | +123.8% | +92.4% | +31.4% | +72.4% |
| All | +123.8% | +97.8% | +26.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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