+3,855.5%
STX vs XYZ
+638.9%
+3,216.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.5% |
| 7D | +2.4% | -1.0% | +3.3% | +2.5% |
| 30D | +1.4% | -1.7% | +3.1% | +1.6% |
| 3M | -8.2% | +16.7% | -25.0% | -12.1% |
| 6M | +127.0% | +26.9% | +100.2% | +112.2% |
| YTD | +209.1% | +27.1% | +182.0% | +186.2% |
| 1Y | +365.4% | +9.3% | +356.2% | +344.0% |
| 3Y | +1,135.4% | +42.3% | +1,093.1% | +945.1% |
| 5Y | +991.5% | -69.3% | +1,060.8% | +1,120.1% |
| 10Y | +3,695.8% | +586.8% | +3,109.0% | +1,454.2% |
| All | +3,855.5% | +638.9% | +3,216.5% | +1,353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling