+1,019.5%
STX vs CAPR
+84.7%
+934.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.3% |
| 7D | +2.4% | -2.0% | +4.3% | +2.4% |
| 30D | +1.4% | +139.2% | -137.8% | +0.7% |
| 3M | -8.2% | -66.4% | +58.1% | -8.1% |
| 6M | +127.0% | -63.1% | +190.2% | +127.3% |
| YTD | +209.1% | -67.4% | +276.6% | +209.6% |
| 1Y | +365.4% | +58.2% | +307.2% | +358.6% |
| 3Y | +1,135.4% | +42.2% | +1,093.2% | +1,045.8% |
| All | +1,019.5% | +84.7% | +934.8% | +902.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling