+6,566.4%
STX vs CAPR
-99.1%
+6,665.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -8.2% | -66.4% | +58.1% | -7.8% |
| 6M | +127.0% | -63.1% | +190.2% | +127.7% |
| YTD | +209.1% | -67.4% | +276.6% | +210.3% |
| 1Y | +365.4% | +58.2% | +307.2% | +349.2% |
| 3Y | +1,135.4% | +42.2% | +1,093.2% | +1,073.4% |
| 5Y | +991.5% | +87.3% | +904.3% | +925.7% |
| 10Y | +3,695.8% | -75.3% | +3,771.1% | +3,352.0% |
| All | +6,566.4% | -99.1% | +6,665.4% | +5,855.6% |
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