+3,426.5%
STX vs CB
+219.1%
+3,207.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.3% | +6.9% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | +1.4% | -3.1% | +4.5% | +2.2% |
| 3M | -8.2% | +9.0% | -17.2% | -12.1% |
| 6M | +127.0% | +2.9% | +124.2% | +121.1% |
| YTD | +209.1% | +10.1% | +199.0% | +191.9% |
| 1Y | +365.4% | +22.8% | +342.6% | +318.3% |
| 3Y | +1,135.4% | +73.8% | +1,061.6% | +832.1% |
| 5Y | +991.5% | +99.2% | +892.3% | +666.0% |
| All | +3,426.5% | +219.1% | +3,207.4% | +1,774.7% |
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