+708.1%
STX vs ROL
+4.8%
+703.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | -1.0% | +0.8% | -1.7% | -0.8% |
| 30D | -26.8% | +20.6% | -47.3% | -23.1% |
| 3M | -32.7% | +4.5% | -37.2% | -31.1% |
| 6M | -33.7% | -26.5% | -7.2% | -34.2% |
| YTD | +101.0% | -34.8% | +135.8% | +97.7% |
| 1Y | +92.7% | -33.2% | +125.9% | +88.9% |
| All | +708.1% | +4.8% | +703.4% | +539.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling