+1,184.4%
STX vs CB
+74.5%
+1,109.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.3% | +5.6% |
| 7D | +2.4% | +0.5% | +1.9% | +2.6% |
| 30D | +1.4% | -3.1% | +4.5% | +0.4% |
| 3M | -8.2% | +9.0% | -17.2% | -6.0% |
| 6M | +127.0% | +2.9% | +124.2% | +131.3% |
| YTD | +209.1% | +10.1% | +199.0% | +216.5% |
| 1Y | +365.4% | +22.8% | +342.6% | +373.0% |
| All | +1,184.4% | +74.5% | +1,109.9% | +1,196.6% |
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 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