+2,071.0%
STX vs CB
+246.2%
+1,824.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.9% |
| 7D | -14.8% | -1.5% | -13.3% | -14.4% |
| 30D | -35.4% | +6.5% | -41.9% | -36.7% |
| 3M | -37.7% | +4.1% | -41.7% | -38.7% |
| 6M | -35.2% | +14.4% | -49.6% | -39.1% |
| YTD | +84.4% | +17.5% | +66.9% | +70.2% |
| 1Y | +82.3% | +27.5% | +54.7% | +62.4% |
| 3Y | +646.2% | +71.6% | +574.6% | +471.6% |
| 5Y | +487.4% | +100.6% | +386.8% | +314.5% |
| 10Y | +2,071.0% | +243.0% | +1,828.0% | +1,087.4% |
| All | +2,071.0% | +246.2% | +1,824.9% | +1,087.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling