+865.4%
STX vs SMR
-3.5%
+868.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +6.4% |
| 7D | +2.4% | +4.4% | -2.1% | +1.8% |
| 30D | +1.4% | +3.4% | -2.0% | +0.7% |
| 3M | -8.2% | -19.2% | +10.9% | -6.6% |
| 6M | +127.0% | -22.6% | +149.7% | +130.2% |
| YTD | +209.1% | -31.5% | +240.7% | +215.9% |
| 1Y | +365.4% | -73.1% | +438.5% | +406.9% |
| 3Y | +1,135.4% | +55.0% | +1,080.4% | +1,009.5% |
| All | +865.4% | -3.5% | +868.9% | +821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling