+928.0%
STX vs SMR
+11.2%
+916.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +15.3% | -8.8% | +4.7% |
| 7D | +10.7% | +21.4% | -10.6% | +8.3% |
| 30D | +11.3% | +13.8% | -2.6% | +9.3% |
| 3M | +3.2% | +3.9% | -0.7% | +2.2% |
| 6M | +157.0% | -4.2% | +161.2% | +154.6% |
| YTD | +229.2% | -21.1% | +250.3% | +230.9% |
| 1Y | +381.8% | -67.1% | +448.9% | +414.0% |
| 3Y | +1,383.2% | +88.9% | +1,294.3% | +1,199.1% |
| All | +928.0% | +11.2% | +916.8% | +864.7% |
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 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