-9.8%
STX vs XE
-63.2%
+53.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.6% |
| 7D | +14.6% | +6.2% | +8.4% | +12.7% |
| 30D | -26.0% | -4.8% | -21.2% | -24.9% |
| 3M | -42.6% | -51.3% | +8.6% | -32.3% |
| 6M | -35.3% | -64.2% | +29.0% | -24.8% |
| All | -9.8% | -63.2% | +53.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 all: compounded portfolio wealth divided by compounded XE 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…
all analysis · Full analysis span regression · 6 months rolling