+123.8%
STX vs S
+36.5%
+87.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.8% | -8.1% |
| 7D | -20.2% | -8.2% | -12.0% | -20.1% |
| 30D | -37.2% | -7.6% | -29.6% | -37.3% |
| 3M | -34.1% | +12.0% | -46.0% | -33.1% |
| 6M | -24.5% | +50.6% | -75.0% | -22.9% |
| YTD | +102.9% | +56.6% | +46.3% | +106.9% |
| 1Y | +123.8% | +39.2% | +84.6% | +125.2% |
| All | +123.8% | +36.5% | +87.3% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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