+66.5%
STX vs S
+31.6%
+34.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -28.5% | -13.4% | -15.0% | -28.0% |
| 30D | -42.9% | -14.0% | -28.9% | -42.7% |
| 3M | -45.9% | +4.9% | -50.8% | -44.9% |
| 6M | -41.3% | +42.0% | -83.3% | -39.9% |
| YTD | +67.9% | +45.1% | +22.8% | +71.6% |
| 1Y | +66.5% | +33.1% | +33.5% | +69.0% |
| All | +66.5% | +31.6% | +34.9% | +69.0% |
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