+673.8%
STX vs ROP
-5.1%
+678.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.0% |
| 7D | +14.6% | +0.7% | +13.9% | +14.8% |
| 30D | -26.0% | +28.8% | -54.8% | -21.6% |
| 3M | -42.6% | +21.1% | -63.7% | -39.9% |
| 6M | -35.3% | +52.5% | -87.8% | -32.2% |
| YTD | +92.5% | +8.9% | +83.6% | +118.6% |
| 1Y | +102.4% | +8.2% | +94.2% | +130.3% |
| 3Y | +673.8% | -5.2% | +679.0% | +804.1% |
| All | +673.8% | -5.1% | +678.9% | +804.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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