+381.8%
STX vs SM
+46.7%
+335.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +7.0% |
| 7D | +10.7% | -0.2% | +10.9% | +10.7% |
| 30D | +11.3% | +31.5% | -20.2% | +16.0% |
| 3M | +3.2% | +17.3% | -14.1% | +7.0% |
| 6M | +157.0% | +48.5% | +108.5% | +177.6% |
| YTD | +229.2% | +106.3% | +122.9% | +278.5% |
| 1Y | +381.8% | +47.3% | +334.5% | +439.5% |
| All | +381.8% | +46.7% | +335.1% | +439.5% |
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