+366.2%
STX vs SFM
-47.5%
+413.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -2.9% |
| 7D | +9.6% | -7.2% | +16.7% | +7.9% |
| 30D | +10.6% | -14.3% | +24.9% | +7.4% |
| 3M | +4.8% | -13.7% | +18.5% | +2.1% |
| 6M | +137.3% | -6.0% | +143.3% | +135.2% |
| YTD | +222.5% | -8.2% | +230.7% | +220.5% |
| 1Y | +366.2% | -46.2% | +412.5% | +327.6% |
| All | +366.2% | -47.5% | +413.7% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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