+365.4%
STX vs SM
+36.8%
+328.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +5.9% |
| 7D | +2.4% | -0.5% | +2.8% | +2.3% |
| 30D | +1.4% | +25.6% | -24.2% | +5.1% |
| 3M | -8.2% | +8.0% | -16.3% | -6.0% |
| 6M | +127.0% | +50.8% | +76.2% | +146.6% |
| YTD | +209.1% | +97.9% | +111.3% | +254.2% |
| 1Y | +365.4% | +33.8% | +331.6% | +410.0% |
| All | +365.4% | +36.8% | +328.7% | +410.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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