+381.8%
STX vs CAT
+96.4%
+285.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.4% | +5.4% |
| 7D | +10.7% | +5.6% | +5.2% | +4.6% |
| 30D | +11.3% | -2.3% | +13.6% | +14.9% |
| 3M | +3.2% | -10.0% | +13.2% | +17.5% |
| 6M | +157.0% | +21.2% | +135.7% | +110.9% |
| YTD | +229.2% | +44.4% | +184.8% | +113.0% |
| 1Y | +381.8% | +96.3% | +285.6% | +139.3% |
| All | +381.8% | +96.4% | +285.5% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling