+73.2%
STX vs CAT
+6.0%
+67.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.2% | +2.6% | +2.5% |
| 7D | -14.8% | -2.4% | -12.4% | -11.9% |
| 30D | -35.4% | -25.0% | -10.4% | -14.4% |
| 3M | -37.7% | -28.7% | -9.0% | -13.5% |
| 6M | -35.2% | -33.0% | -2.2% | -2.7% |
| YTD | +84.4% | +5.4% | +79.0% | +64.0% |
| All | +73.2% | +6.0% | +67.2% | +51.6% |
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