+475.8%
STX vs SMR
-45.9%
+521.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.1% | +2.7% | +8.9% |
| 7D | -14.8% | +1.7% | -16.4% | -14.9% |
| 30D | -35.4% | -24.4% | -10.9% | -33.2% |
| 3M | -37.7% | -44.6% | +6.9% | -33.7% |
| 6M | -35.2% | -56.7% | +21.4% | -29.6% |
| YTD | +84.4% | -61.6% | +146.0% | +100.7% |
| 1Y | +82.3% | -82.1% | +164.3% | +110.5% |
| 3Y | +646.2% | +161.5% | +484.7% | +545.6% |
| All | +475.8% | -45.9% | +521.7% | +485.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling