+2,108.4%
STX vs C
+218.7%
+1,889.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.2% |
| 7D | -1.0% | -0.4% | -0.5% | -0.3% |
| 30D | -26.8% | -5.3% | -21.4% | -24.5% |
| 3M | -32.7% | -8.0% | -24.7% | -29.9% |
| 6M | -33.7% | -0.3% | -33.5% | -33.4% |
| YTD | +101.0% | +8.6% | +92.3% | +93.1% |
| 1Y | +92.7% | +25.8% | +66.9% | +72.8% |
| 3Y | +708.7% | +221.2% | +487.5% | +360.2% |
| 5Y | +504.0% | +113.6% | +390.5% | +307.2% |
| 10Y | +2,108.4% | +218.3% | +1,890.0% | +1,132.3% |
| All | +2,108.4% | +218.7% | +1,889.6% | +1,132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling