+71.6%
STX vs CB
+30.5%
+41.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | +1.5% |
| 7D | -17.3% | +0.7% | -18.0% | -16.2% |
| 30D | -35.9% | +8.2% | -44.1% | -27.1% |
| 3M | -37.3% | +6.3% | -43.6% | -29.8% |
| 6M | -35.8% | +16.2% | -52.0% | -15.9% |
| YTD | +82.7% | +19.3% | +63.4% | +153.1% |
| 1Y | +71.6% | +29.2% | +42.4% | +166.1% |
| All | +71.6% | +30.5% | +41.1% | +166.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling