+588.0%
STX vs CB
+71.5%
+516.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -2.0% |
| 7D | -28.5% | +0.2% | -28.7% | -28.3% |
| 30D | -42.9% | +9.1% | -52.0% | -40.3% |
| 3M | -45.9% | +3.4% | -49.3% | -44.5% |
| 6M | -41.3% | +14.1% | -55.4% | -37.5% |
| YTD | +67.9% | +18.0% | +49.9% | +79.3% |
| 1Y | +66.5% | +30.1% | +36.4% | +77.1% |
| 3Y | +588.0% | +71.8% | +516.2% | +622.4% |
| All | +588.0% | +71.5% | +516.5% | +622.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling