+729.7%
STX vs CART
+39.2%
+690.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | +0.3% | -17.6% | -17.3% |
| 30D | -35.9% | +22.4% | -58.4% | -36.0% |
| 3M | -37.3% | +15.6% | -53.0% | -37.3% |
| 6M | -35.8% | +44.9% | -80.7% | -36.5% |
| YTD | +82.7% | +30.0% | +52.8% | +82.0% |
| 1Y | +71.6% | +56.6% | +15.0% | +68.0% |
| 3Y | +635.3% | +131.9% | +503.3% | +588.8% |
| All | +729.7% | +39.2% | +690.4% | +657.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling