+352.5%
STX vs SO
-0.4%
+352.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +5.7% |
| 7D | +2.4% | -0.2% | +2.5% | +2.2% |
| 30D | +1.4% | -4.6% | +6.0% | -2.8% |
| 3M | -8.2% | -3.0% | -5.2% | -10.8% |
| 6M | +127.0% | -8.3% | +135.3% | +114.9% |
| YTD | +209.1% | +3.5% | +205.6% | +219.4% |
| All | +352.5% | -0.4% | +352.9% | +356.1% |
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