+381.8%
STX vs S
+4.5%
+377.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.8% | +6.4% |
| 7D | +10.7% | -5.8% | +16.6% | +10.5% |
| 30D | +11.3% | -9.2% | +20.5% | +11.0% |
| 3M | +3.2% | +23.4% | -20.1% | +4.5% |
| 6M | +157.0% | +36.9% | +120.0% | +159.5% |
| YTD | +229.2% | +29.5% | +199.7% | +233.2% |
| 1Y | +381.8% | +5.4% | +376.4% | +388.5% |
| All | +381.8% | +4.5% | +377.4% | +388.5% |
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