+791.0%
STX vs USAR
-13.4%
+804.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +6.5% | +3.3% | +9.2% |
| 7D | -14.8% | -1.1% | -13.7% | -14.6% |
| 30D | -35.4% | -30.3% | -5.1% | -33.6% |
| 3M | -37.7% | -54.7% | +17.0% | -34.1% |
| 6M | -35.2% | -67.5% | +32.3% | -30.6% |
| YTD | +84.4% | -26.4% | +110.8% | +92.2% |
| 1Y | +82.3% | -49.5% | +131.8% | +90.8% |
| 3Y | +646.2% | -14.5% | +660.7% | +683.9% |
| All | +791.0% | -13.4% | +804.4% | +844.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling