+588.0%
STX vs USAR
-19.7%
+607.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.0% | -2.1% |
| 7D | -28.5% | -14.5% | -14.0% | -27.5% |
| 30D | -42.9% | -37.8% | -5.1% | -40.8% |
| 3M | -45.9% | -52.8% | +6.8% | -42.9% |
| 6M | -41.3% | -71.2% | +29.9% | -36.7% |
| YTD | +67.9% | -30.9% | +98.8% | +76.0% |
| 1Y | +66.5% | -48.0% | +114.5% | +75.2% |
| 3Y | +588.0% | -19.7% | +607.7% | +685.4% |
| All | +588.0% | -19.7% | +607.7% | +685.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling