+123.8%
STX vs SMR
-87.0%
+210.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.5% | -3.7% | -6.9% |
| 7D | -20.2% | -9.5% | -10.7% | -17.7% |
| 30D | -37.2% | -33.2% | -4.0% | -29.9% |
| 3M | -34.1% | -45.9% | +11.9% | -23.1% |
| 6M | -24.5% | -57.9% | +33.4% | -7.8% |
| YTD | +102.9% | -63.8% | +166.7% | +153.4% |
| 1Y | +123.8% | -85.6% | +209.4% | +254.6% |
| All | +123.8% | -87.0% | +210.8% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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