+662.5%
STX vs CART
+38.4%
+624.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -28.5% | +3.0% | -31.4% | -28.5% |
| 30D | -42.9% | +28.6% | -71.5% | -43.0% |
| 3M | -45.9% | +29.1% | -75.0% | -46.1% |
| 6M | -41.3% | +44.7% | -86.0% | -42.0% |
| YTD | +67.9% | +29.2% | +38.7% | +67.3% |
| 1Y | +66.5% | +66.2% | +0.4% | +62.0% |
| 3Y | +588.0% | +112.8% | +475.2% | +545.4% |
| All | +662.5% | +38.4% | +624.1% | +595.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling