+365.4%
STX vs TRU
-7.3%
+372.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.9% | +12.3% | +3.9% |
| 7D | +2.4% | -6.8% | +9.1% | -0.3% |
| 30D | +1.4% | 0.0% | +1.4% | +1.9% |
| 3M | -8.2% | +13.3% | -21.5% | -3.1% |
| 6M | +127.0% | +3.4% | +123.6% | +135.4% |
| YTD | +209.1% | -6.4% | +215.5% | +216.2% |
| 1Y | +365.4% | -9.7% | +375.1% | +384.6% |
| All | +365.4% | -7.3% | +372.7% | +384.6% |
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