+1,184.4%
STX vs SO
+45.7%
+1,138.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.1% |
| 7D | +2.4% | -0.2% | +2.5% | +2.3% |
| 30D | +1.4% | -4.6% | +6.0% | 0.0% |
| 3M | -8.2% | -3.0% | -5.2% | -9.1% |
| 6M | +127.0% | -8.3% | +135.3% | +123.3% |
| YTD | +209.1% | +3.5% | +205.6% | +208.8% |
| 1Y | +365.4% | -0.9% | +366.4% | +362.7% |
| All | +1,184.4% | +45.7% | +1,138.6% | +1,132.7% |
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