+92.7%
STX vs SM
+72.9%
+19.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.6% | +4.4% | +10.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -26.8% | -17.3% | -9.4% | -28.1% |
| 3M | -32.7% | -3.6% | -29.1% | -32.2% |
| 6M | -33.7% | +2.9% | -36.6% | -31.3% |
| YTD | +101.0% | +70.2% | +30.8% | +133.8% |
| 1Y | +92.7% | +66.5% | +26.2% | +124.8% |
| All | +92.7% | +72.9% | +19.7% | +124.8% |
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