+1,376.8%
STX vs TRU
-2.1%
+1,379.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | +9.6% | -6.5% | +16.1% | +10.0% |
| 30D | +10.6% | -2.5% | +13.1% | +10.6% |
| 3M | +4.8% | +10.4% | -5.6% | +2.0% |
| 6M | +137.3% | +1.6% | +135.6% | +133.6% |
| YTD | +222.5% | -9.7% | +232.2% | +223.3% |
| 1Y | +366.2% | -17.3% | +383.5% | +376.9% |
| All | +1,376.8% | -2.1% | +1,379.0% | +1,386.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling