+708.1%
STX vs SO
+53.1%
+655.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +10.1% |
| 7D | -1.0% | +0.8% | -1.7% | -0.7% |
| 30D | -26.8% | +7.8% | -34.6% | -24.3% |
| 3M | -32.7% | +2.9% | -35.6% | -31.4% |
| 6M | -33.7% | +2.5% | -36.2% | -32.5% |
| YTD | +101.0% | +10.3% | +90.7% | +107.2% |
| 1Y | +92.7% | +6.4% | +86.3% | +98.1% |
| All | +708.1% | +53.1% | +655.0% | +694.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling