+75.2%
STX vs SMR
-81.4%
+156.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +0.3% |
| 7D | -17.3% | -2.8% | -14.5% | -16.5% |
| 30D | -35.9% | -27.5% | -8.4% | -29.8% |
| 3M | -37.3% | -43.1% | +5.8% | -27.7% |
| 6M | -35.8% | -58.4% | +22.6% | -21.1% |
| YTD | +82.7% | -63.2% | +145.9% | +127.8% |
| All | +75.2% | -81.4% | +156.6% | +154.7% |
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 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