+476.2%
STX vs CAT
+210.5%
+265.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | +14.6% | +7.4% | +7.2% | +9.1% |
| 30D | -26.0% | -19.7% | -6.3% | -13.0% |
| 3M | -42.6% | -29.6% | -13.0% | -26.2% |
| 6M | -35.3% | -33.2% | -2.1% | -12.5% |
| YTD | +92.5% | +5.7% | +86.8% | +94.6% |
| 1Y | +102.4% | +9.3% | +93.0% | +101.0% |
| 3Y | +673.8% | +158.3% | +515.5% | +390.8% |
| All | +476.2% | +210.5% | +265.7% | +222.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling