+476.2%
STX vs CAPR
+172.3%
+303.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.8% | -3.0% |
| 7D | +14.6% | +5.9% | +8.7% | +14.5% |
| 30D | -26.0% | +44.6% | -70.6% | -26.1% |
| 3M | -42.6% | +126.4% | -169.0% | -43.0% |
| 6M | -35.3% | -68.6% | +33.3% | -35.2% |
| YTD | +92.5% | -67.0% | +159.4% | +92.6% |
| 1Y | +102.4% | +65.2% | +37.2% | +99.7% |
| 3Y | +673.8% | +235.6% | +438.3% | +591.2% |
| All | +476.2% | +172.3% | +303.9% | +406.5% |
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 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