+1,972.8%
STX vs CB
+250.2%
+1,722.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +14.6% | +2.9% | +11.7% | +13.7% |
| 30D | -26.0% | +7.3% | -33.3% | -27.6% |
| 3M | -42.6% | +9.4% | -52.0% | -44.4% |
| 6M | -35.3% | +19.6% | -54.9% | -40.0% |
| YTD | +92.5% | +21.5% | +71.0% | +76.0% |
| 1Y | +102.4% | +28.0% | +74.4% | +81.0% |
| 3Y | +673.8% | +74.9% | +599.0% | +491.3% |
| 5Y | +463.1% | +108.1% | +354.9% | +293.2% |
| All | +1,972.8% | +250.2% | +1,722.6% | +1,028.6% |
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