+365.4%
STX vs ROL
-35.4%
+400.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.4% | +5.9% | +6.6% |
| 7D | +2.4% | -1.4% | +3.8% | +1.3% |
| 30D | +1.4% | -4.1% | +5.5% | -1.0% |
| 3M | -8.2% | -22.5% | +14.3% | -19.9% |
| 6M | +127.0% | -37.7% | +164.7% | +77.6% |
| YTD | +209.1% | -39.6% | +248.7% | +138.9% |
| 1Y | +365.4% | -36.0% | +401.4% | +277.8% |
| All | +365.4% | -35.4% | +400.8% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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