+708.1%
STX vs CAT
+162.0%
+546.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.9% | +7.1% | +7.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.5% |
| 30D | -26.8% | -24.6% | -2.2% | -6.7% |
| 3M | -32.7% | -28.5% | -4.2% | -10.5% |
| 6M | -33.7% | -34.8% | +1.1% | -3.8% |
| YTD | +101.0% | +5.9% | +95.1% | +99.5% |
| 1Y | +92.7% | +6.8% | +85.9% | +90.8% |
| All | +708.1% | +162.0% | +546.2% | +416.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling