+16,011.1%
STX vs CB
+1,627.2%
+14,383.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.3% | +7.2% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +1.4% | -3.1% | +4.5% | +2.6% |
| 3M | -8.2% | +9.0% | -17.2% | -13.2% |
| 6M | +127.0% | +2.9% | +124.2% | +119.2% |
| YTD | +209.1% | +10.1% | +199.0% | +187.5% |
| 1Y | +365.4% | +22.8% | +342.6% | +308.9% |
| 3Y | +1,135.4% | +73.8% | +1,061.6% | +799.2% |
| 5Y | +991.5% | +99.2% | +892.3% | +635.1% |
| 10Y | +3,695.8% | +218.2% | +3,477.6% | +1,823.5% |
| All | +16,011.1% | +1,627.2% | +14,383.9% | +3,801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling