+123.8%
STX vs TER
+42.7%
+81.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.8% | -1.3% | -4.1% |
| 7D | -20.2% | -19.9% | -0.3% | -8.9% |
| 30D | -37.2% | -43.5% | +6.3% | -12.2% |
| 3M | -34.1% | -37.8% | +3.7% | -14.0% |
| 6M | -24.5% | -25.6% | +1.1% | -11.0% |
| YTD | +102.9% | +29.8% | +73.1% | +35.3% |
| 1Y | +123.8% | +43.2% | +80.6% | +37.8% |
| All | +123.8% | +42.7% | +81.1% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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