+501.0%
STX vs SMR
-53.6%
+554.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.7% |
| 7D | +14.6% | -8.3% | +22.9% | +15.8% |
| 30D | -26.0% | -20.1% | -5.9% | -23.9% |
| 3M | -42.6% | -52.7% | +10.1% | -37.7% |
| 6M | -35.3% | -61.0% | +25.8% | -28.6% |
| YTD | +92.5% | -67.1% | +159.6% | +113.5% |
| 1Y | +102.4% | -79.9% | +182.3% | +133.2% |
| 3Y | +673.8% | +101.7% | +572.1% | +588.2% |
| All | +501.0% | -53.6% | +554.6% | +522.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling