+3,521.4%
STX vs CAPR
-99.1%
+3,620.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -1.2% |
| 7D | -28.5% | +41.1% | -69.5% | -28.8% |
| 30D | -42.9% | +11.1% | -54.0% | -43.0% |
| 3M | -45.9% | +115.3% | -161.2% | -46.5% |
| 6M | -41.3% | -73.8% | +32.5% | -41.0% |
| YTD | +67.9% | -68.8% | +136.8% | +68.5% |
| 1Y | +66.5% | +43.3% | +23.2% | +60.9% |
| 3Y | +588.0% | +214.7% | +373.3% | +546.7% |
| 5Y | +449.1% | +141.3% | +307.8% | +414.0% |
| 10Y | +1,982.8% | -67.0% | +2,049.9% | +1,789.6% |
| All | +3,521.4% | -99.1% | +3,620.5% | +3,133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling