+907.0%
STX vs SMR
+7.6%
+899.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.7% |
| 7D | +9.6% | +13.1% | -3.5% | +8.0% |
| 30D | +10.6% | +17.8% | -7.2% | +8.3% |
| 3M | +4.8% | +8.1% | -3.3% | +3.4% |
| 6M | +137.3% | -11.1% | +148.4% | +136.8% |
| YTD | +222.5% | -23.7% | +246.2% | +225.4% |
| 1Y | +366.2% | -69.4% | +435.6% | +400.8% |
| 3Y | +1,352.9% | +82.6% | +1,270.3% | +1,177.5% |
| All | +907.0% | +7.6% | +899.5% | +848.7% |
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