+646.2%
STX vs RUN
-8.5%
+654.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.4% | +12.2% | +10.0% |
| 7D | -14.8% | +18.1% | -32.8% | -16.2% |
| 30D | -35.4% | +27.5% | -62.8% | -37.0% |
| 3M | -37.7% | -4.5% | -33.2% | -37.7% |
| 6M | -35.2% | -33.3% | -1.9% | -33.4% |
| YTD | +84.4% | -47.1% | +131.5% | +90.3% |
| 1Y | +82.3% | -43.1% | +125.4% | +87.2% |
| 3Y | +646.2% | -3.0% | +649.2% | +595.6% |
| All | +646.2% | -8.5% | +654.7% | +595.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling