+708.1%
STX vs TRU
+59.7%
+648.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.0% | +10.0% |
| 7D | -1.0% | 0.0% | -0.9% | -1.0% |
| 30D | -26.8% | +24.3% | -51.0% | -28.0% |
| 3M | -32.7% | +2.3% | -35.0% | -32.8% |
| 6M | -33.7% | +17.7% | -51.4% | -36.4% |
| YTD | +101.0% | -3.8% | +104.8% | +101.0% |
| 1Y | +92.7% | -0.3% | +93.0% | +90.1% |
| All | +708.1% | +59.7% | +648.5% | +593.7% |
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