+123.8%
STX vs TRU
+2.1%
+121.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.6% | -12.7% | -6.0% |
| 7D | -20.2% | +10.5% | -30.7% | -16.0% |
| 30D | -37.2% | +28.7% | -65.9% | -28.9% |
| 3M | -34.1% | +0.7% | -34.7% | -32.7% |
| 6M | -24.5% | +19.3% | -43.8% | -17.5% |
| YTD | +102.9% | -3.7% | +106.7% | +111.6% |
| 1Y | +123.8% | +3.4% | +120.4% | +130.9% |
| All | +123.8% | +2.1% | +121.7% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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