+1,383.2%
STX vs XYZ
+43.0%
+1,340.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.7% | +7.0% |
| 7D | +10.7% | +2.9% | +7.9% | +10.1% |
| 30D | +11.3% | +1.4% | +9.9% | +10.8% |
| 3M | +3.2% | +14.6% | -11.3% | -0.1% |
| 6M | +157.0% | +20.8% | +136.2% | +145.3% |
| YTD | +229.2% | +23.1% | +206.1% | +212.1% |
| 1Y | +381.8% | +5.6% | +376.2% | +367.3% |
| 3Y | +1,383.2% | +50.9% | +1,332.3% | +1,168.5% |
| All | +1,383.2% | +43.0% | +1,340.1% | +1,168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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