+708.1%
STX vs STM
+15.2%
+693.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.5% | +6.5% | +8.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | -26.8% | -8.4% | -18.4% | -23.1% |
| 3M | -32.7% | -15.8% | -16.9% | -27.1% |
| 6M | -33.7% | -22.8% | -10.9% | -26.2% |
| YTD | +101.0% | +79.4% | +21.6% | +58.8% |
| 1Y | +92.7% | +97.0% | -4.3% | +46.9% |
| All | +708.1% | +15.2% | +693.0% | +605.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling