+1,092.8%
STX vs CARR
+6.4%
+1,086.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.5% |
| 7D | +8.0% | -4.1% | +12.1% | +10.4% |
| 30D | +5.1% | -11.0% | +16.1% | +11.6% |
| 3M | +5.8% | -16.4% | +22.1% | +16.2% |
| 6M | +124.9% | -2.4% | +127.3% | +126.3% |
| YTD | +213.9% | +8.4% | +205.5% | +197.4% |
| 1Y | +350.4% | -8.0% | +358.4% | +363.2% |
| 3Y | +1,314.2% | +0.6% | +1,313.6% | +1,232.9% |
| 5Y | +1,092.8% | +7.7% | +1,085.1% | +923.9% |
| All | +1,092.8% | +6.4% | +1,086.4% | +923.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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