+596.2%
STX vs CART
+111.7%
+484.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.4% | -13.8% | -16.2% |
| 7D | -33.4% | +1.2% | -34.6% | -33.4% |
| 30D | -42.1% | +27.1% | -69.2% | -42.1% |
| 3M | -44.3% | +27.4% | -71.7% | -44.4% |
| 6M | -39.4% | +32.1% | -71.5% | -39.8% |
| YTD | +70.0% | +28.5% | +41.5% | +69.6% |
| 1Y | +70.2% | +58.8% | +11.4% | +66.1% |
| All | +596.2% | +111.7% | +484.6% | +542.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling