+123.8%
STX vs CAPR
+47.4%
+76.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.3% | -16.4% | -8.1% |
| 7D | -20.2% | +43.2% | -63.4% | -20.1% |
| 30D | -37.2% | +14.7% | -51.9% | -37.1% |
| 3M | -34.1% | +113.9% | -148.0% | -33.7% |
| 6M | -24.5% | -73.4% | +48.9% | -24.9% |
| YTD | +102.9% | -69.1% | +172.0% | +102.3% |
| 1Y | +123.8% | +47.2% | +76.6% | +132.1% |
| All | +123.8% | +47.4% | +76.4% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling