+634.8%
STX vs U
+90.5%
+544.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -17.3% | +24.4% | -41.6% | -20.3% |
| 30D | -35.9% | +7.4% | -43.3% | -36.9% |
| 3M | -37.3% | +16.8% | -54.1% | -39.1% |
| 6M | -35.8% | +78.8% | -114.6% | -41.9% |
| YTD | +82.7% | +14.0% | +68.8% | +75.6% |
| 1Y | +71.6% | +16.7% | +54.9% | +64.2% |
| All | +634.8% | +90.5% | +544.2% | +548.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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