+75.2%
STX vs TER
+34.1%
+41.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -17.3% | -8.9% | -8.4% | -12.2% |
| 30D | -35.9% | -39.1% | +3.1% | -14.2% |
| 3M | -37.3% | -32.8% | -4.6% | -21.6% |
| 6M | -35.8% | -31.7% | -4.1% | -20.5% |
| YTD | +82.7% | +26.9% | +55.8% | +25.7% |
| All | +75.2% | +34.1% | +41.1% | +12.3% |
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