-33.7%
STX vs RUN
-37.7%
+3.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.1% | +5.9% | +9.7% |
| 7D | -1.0% | +3.2% | -4.1% | -1.5% |
| 30D | -26.8% | +19.5% | -46.3% | -29.1% |
| 3M | -32.7% | -9.6% | -23.1% | -30.3% |
| 6M | -33.7% | -37.3% | +3.6% | -21.4% |
| All | -33.7% | -37.7% | +3.9% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling