+443.6%
STX vs CB
+101.1%
+342.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.2% |
| 7D | -28.5% | +0.2% | -28.7% | -28.5% |
| 30D | -42.9% | +9.1% | -52.0% | -43.0% |
| 3M | -45.9% | +3.4% | -49.3% | -45.8% |
| 6M | -41.3% | +14.1% | -55.4% | -42.3% |
| YTD | +67.9% | +18.0% | +49.9% | +62.8% |
| 1Y | +66.5% | +30.1% | +36.4% | +56.3% |
| 3Y | +588.0% | +71.8% | +516.2% | +458.8% |
| All | +443.6% | +101.1% | +342.5% | +300.3% |
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