+673.8%
STX vs SM
-3.9%
+677.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +14.6% | +9.4% | +5.2% | +13.4% |
| 30D | -26.0% | -14.4% | -11.6% | -24.9% |
| 3M | -42.6% | +1.6% | -44.2% | -43.0% |
| 6M | -35.3% | +6.3% | -41.6% | -36.2% |
| YTD | +92.5% | +78.8% | +13.7% | +70.9% |
| 1Y | +102.4% | +83.1% | +19.3% | +78.2% |
| 3Y | +673.8% | -5.9% | +679.7% | +634.8% |
| All | +673.8% | -3.9% | +677.8% | +634.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling