+731.3%
STX vs USB
+94.5%
+636.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -8.9% |
| 7D | -20.2% | +2.4% | -22.6% | -21.0% |
| 30D | -37.2% | +6.6% | -43.8% | -39.0% |
| 3M | -34.1% | -4.1% | -30.0% | -33.0% |
| 6M | -24.5% | +12.5% | -36.9% | -29.5% |
| YTD | +102.9% | +17.6% | +85.3% | +84.5% |
| 1Y | +123.8% | +36.5% | +87.3% | +88.7% |
| All | +731.3% | +94.5% | +636.8% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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