+2,108.4%
STX vs CB
+248.4%
+1,859.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.3% | +9.7% | +9.9% |
| 7D | -1.0% | -1.0% | +0.1% | -0.6% |
| 30D | -26.8% | +7.3% | -34.1% | -28.4% |
| 3M | -32.7% | +7.0% | -39.7% | -34.4% |
| 6M | -33.7% | +16.3% | -50.1% | -38.0% |
| YTD | +101.0% | +19.7% | +81.3% | +84.6% |
| 1Y | +92.7% | +27.8% | +64.9% | +72.1% |
| 3Y | +708.7% | +72.0% | +636.7% | +521.1% |
| 5Y | +504.0% | +104.9% | +399.1% | +323.8% |
| 10Y | +2,108.4% | +246.7% | +1,861.6% | +1,111.7% |
| All | +2,108.4% | +248.4% | +1,859.9% | +1,111.7% |
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