+71.6%
STX vs RUN
-52.5%
+124.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.6% | +9.7% | +0.6% |
| 7D | -17.3% | +0.3% | -17.6% | -17.9% |
| 30D | -35.9% | +14.0% | -49.9% | -38.2% |
| 3M | -37.3% | -11.8% | -25.6% | -36.4% |
| 6M | -35.8% | -40.4% | +4.6% | -29.5% |
| YTD | +82.7% | -52.7% | +135.4% | +96.5% |
| 1Y | +71.6% | -52.5% | +124.2% | +82.7% |
| All | +71.6% | -52.5% | +124.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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