+93.6%
STX vs SM
+78.0%
+15.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -0.8% |
| 7D | +16.8% | +10.6% | +6.3% | +17.6% |
| 30D | -27.0% | -15.0% | -12.1% | -28.5% |
| 3M | -37.9% | +1.7% | -39.6% | -37.1% |
| 6M | -32.5% | +5.9% | -38.4% | -30.0% |
| YTD | +98.6% | +79.0% | +19.6% | +137.1% |
| 1Y | +93.6% | +84.7% | +8.9% | +134.8% |
| All | +93.6% | +78.0% | +15.6% | +134.8% |
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