+73.2%
STX vs SM
+62.4%
+10.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.7% | +12.5% | +9.6% |
| 7D | -14.8% | -22.3% | +7.5% | -16.9% |
| 30D | -35.4% | -21.4% | -14.0% | -36.7% |
| 3M | -37.7% | +1.4% | -39.0% | -36.2% |
| 6M | -35.2% | +0.1% | -35.3% | -32.6% |
| YTD | +84.4% | +59.0% | +25.4% | +114.9% |
| All | +73.2% | +62.4% | +10.8% | +104.1% |
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