+1,383.2%
STX vs RUN
-35.6%
+1,418.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +6.2% |
| 7D | +10.7% | +10.2% | +0.6% | +9.8% |
| 30D | +11.3% | -9.6% | +20.9% | +12.2% |
| 3M | +3.2% | -31.5% | +34.7% | +6.3% |
| 6M | +157.0% | -18.7% | +175.7% | +161.1% |
| YTD | +229.2% | -49.9% | +279.1% | +242.4% |
| 1Y | +381.8% | -45.5% | +427.4% | +397.6% |
| 3Y | +1,383.2% | -34.1% | +1,417.3% | +1,320.5% |
| All | +1,383.2% | -35.6% | +1,418.7% | +1,320.5% |
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