+123.8%
STX vs SO
+3.3%
+120.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.5% | -8.8% |
| 7D | -20.2% | +1.7% | -21.9% | -18.7% |
| 30D | -37.2% | +11.1% | -48.3% | -29.9% |
| 3M | -34.1% | +0.7% | -34.7% | -32.4% |
| 6M | -24.5% | -1.4% | -23.1% | -22.7% |
| YTD | +102.9% | +9.4% | +93.5% | +121.8% |
| 1Y | +123.8% | +3.7% | +120.1% | +147.1% |
| All | +123.8% | +3.3% | +120.5% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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