+381.8%
STX vs ROL
-37.3%
+419.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.5% | +9.0% | +4.7% |
| 7D | +10.7% | -3.4% | +14.2% | +8.2% |
| 30D | +11.3% | -6.9% | +18.2% | +6.4% |
| 3M | +3.2% | -24.6% | +27.8% | -11.6% |
| 6M | +157.0% | -39.5% | +196.5% | +97.1% |
| YTD | +229.2% | -41.1% | +270.3% | +150.2% |
| 1Y | +381.8% | -37.9% | +419.8% | +282.4% |
| All | +381.8% | -37.3% | +419.1% | +282.4% |
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