+673.8%
STX vs S
+41.6%
+632.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +14.6% | +2.0% | +12.6% | +14.3% |
| 30D | -26.0% | -2.7% | -23.2% | -25.3% |
| 3M | -42.6% | -6.9% | -35.7% | -42.0% |
| 6M | -35.3% | +38.1% | -73.3% | -38.6% |
| YTD | +92.5% | +48.0% | +44.5% | +79.0% |
| 1Y | +102.4% | +34.5% | +67.9% | +90.7% |
| 3Y | +673.8% | +38.3% | +635.5% | +629.5% |
| All | +673.8% | +41.6% | +632.2% | +629.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling