+123.8%
STX vs STM
+92.4%
+31.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.1% | -2.1% | -4.6% |
| 7D | -20.2% | -6.0% | -14.2% | -17.1% |
| 30D | -37.2% | -20.9% | -16.3% | -28.3% |
| 3M | -34.1% | -15.8% | -18.3% | -27.9% |
| 6M | -24.5% | -17.0% | -7.4% | -19.4% |
| YTD | +102.9% | +76.8% | +26.1% | +28.3% |
| 1Y | +123.8% | +96.5% | +27.3% | +35.4% |
| All | +123.8% | +92.4% | +31.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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