+66.5%
STX vs CAPR
+43.1%
+23.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.2% |
| 7D | -28.5% | +41.1% | -69.5% | -28.4% |
| 30D | -42.9% | +11.1% | -54.0% | -42.9% |
| 3M | -45.9% | +115.3% | -161.2% | -45.7% |
| 6M | -41.3% | -73.8% | +32.5% | -41.6% |
| YTD | +67.9% | -68.8% | +136.8% | +67.4% |
| 1Y | +66.5% | +43.3% | +23.2% | +72.5% |
| All | +66.5% | +43.1% | +23.4% | +72.5% |
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