+1,019.5%
STX vs CB
+99.7%
+919.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.3% | +6.4% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | +1.4% | -3.1% | +4.5% | +1.6% |
| 3M | -8.2% | +9.0% | -17.2% | -10.1% |
| 6M | +127.0% | +2.9% | +124.2% | +124.7% |
| YTD | +209.1% | +10.1% | +199.0% | +199.7% |
| 1Y | +365.4% | +22.8% | +342.6% | +334.2% |
| 3Y | +1,135.4% | +73.8% | +1,061.6% | +865.1% |
| All | +1,019.5% | +99.7% | +919.8% | +728.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling